+188.2%
ETN vs GEHC
+2.1%
+186.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.4% | +4.1% |
| 7D | +3.5% | -7.2% | +10.7% | +5.2% |
| 30D | -7.5% | -11.6% | +4.0% | -5.1% |
| 3M | +8.3% | -0.8% | +9.2% | +7.2% |
| 6M | +20.2% | -11.9% | +32.1% | +22.7% |
| YTD | +34.7% | -21.9% | +56.6% | +42.3% |
| 1Y | +19.4% | -17.8% | +37.3% | +23.7% |
| 3Y | +85.5% | -3.5% | +89.0% | +79.2% |
| All | +188.2% | +2.1% | +186.1% | +172.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling