+45.7%
EW vs GEHC
+32.6%
+13.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.2% | +0.9% |
| 7D | +4.9% | +0.8% | +4.1% | +4.7% |
| 30D | +23.9% | +21.3% | +2.6% | +18.4% |
| 3M | +15.8% | +12.6% | +3.2% | +12.5% |
| 6M | +31.7% | +34.3% | -2.6% | +22.6% |
| YTD | +25.7% | +1.4% | +24.3% | +23.9% |
| 1Y | +24.4% | +12.5% | +12.0% | +19.6% |
| 3Y | +65.9% | +19.2% | +46.7% | +50.4% |
| All | +45.7% | +32.6% | +13.0% | +28.0% |
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