+42.4%
EW vs GEHC
+34.3%
+8.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +2.0% |
| 7D | +12.3% | +5.6% | +6.6% | +10.8% |
| 30D | +22.9% | +27.9% | -5.0% | +16.0% |
| 3M | +16.7% | +17.1% | -0.4% | +12.3% |
| 6M | +31.0% | +32.5% | -1.6% | +22.3% |
| YTD | +22.8% | +2.7% | +20.2% | +20.8% |
| 1Y | +25.6% | +15.3% | +10.3% | +20.0% |
| 3Y | +62.0% | +23.7% | +38.3% | +45.4% |
| All | +42.4% | +34.3% | +8.1% | +24.8% |
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