+548.5%
ASX vs GEHC
+30.8%
+517.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.8% |
| 7D | +22.1% | -2.3% | +24.4% | +22.8% |
| 30D | -23.8% | +19.0% | -42.8% | -27.1% |
| 3M | -7.6% | +13.3% | -20.9% | -10.7% |
| 6M | +6.9% | +31.5% | -24.6% | -2.4% |
| YTD | +127.7% | 0.0% | +127.7% | +127.7% |
| 1Y | +144.5% | +9.4% | +135.2% | +135.7% |
| 3Y | +377.8% | +18.3% | +359.4% | +342.2% |
| All | +548.5% | +30.8% | +517.7% | +487.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling