+70.5%
T vs GEHC
+10.0%
+60.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.9% |
| 7D | -1.3% | -4.0% | +2.7% | -1.0% |
| 30D | +11.4% | -2.0% | +13.3% | +11.5% |
| 3M | +14.3% | +8.0% | +6.3% | +13.7% |
| 6M | -9.3% | -12.8% | +3.5% | -8.7% |
| YTD | +7.1% | -15.9% | +23.0% | +8.0% |
| 1Y | -9.1% | -6.9% | -2.2% | -9.1% |
| 3Y | +105.3% | 0.0% | +105.4% | +102.2% |
| All | +70.5% | +10.0% | +60.6% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GEHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling