+43.9%
EW vs GEHC
+32.0%
+11.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.0% |
| 7D | +6.5% | -3.7% | +10.2% | +7.4% |
| 30D | +22.5% | +22.0% | +0.5% | +16.9% |
| 3M | +13.0% | +13.6% | -0.6% | +9.5% |
| 6M | +37.1% | +34.0% | +3.1% | +27.7% |
| YTD | +24.1% | +0.9% | +23.2% | +22.5% |
| 1Y | +24.2% | +12.7% | +11.5% | +19.3% |
| 3Y | +64.8% | +19.4% | +45.3% | +49.3% |
| All | +43.9% | +32.0% | +11.9% | +26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling