+228.3%
EWT vs GEHC
+2.1%
+226.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | -1.1% | -7.2% | +6.0% | +0.5% |
| 30D | +4.5% | -11.6% | +16.0% | +7.2% |
| 3M | +8.3% | -0.8% | +9.1% | +7.5% |
| 6M | +54.2% | -11.9% | +66.1% | +57.7% |
| YTD | +74.6% | -21.9% | +96.5% | +83.9% |
| 1Y | +84.9% | -17.8% | +102.7% | +91.6% |
| 3Y | +197.5% | -3.5% | +201.1% | +193.1% |
| All | +228.3% | +2.1% | +226.2% | +224.9% |
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