+17.1%
EW vs GEHC
+1.8%
+15.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.5% | -2.9% |
| 7D | -4.4% | -5.2% | +0.7% | -3.3% |
| 30D | -3.3% | -7.0% | +3.6% | -1.8% |
| 3M | +1.0% | +3.3% | -2.3% | +0.1% |
| 6M | +6.2% | -10.0% | +16.2% | +8.0% |
| YTD | +1.7% | -18.5% | +20.2% | +5.4% |
| 1Y | +8.1% | -14.4% | +22.5% | +10.6% |
| 3Y | +17.1% | +3.4% | +13.7% | +4.5% |
| All | +17.1% | +1.8% | +15.3% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling