+192.2%
EWT vs GEHC
-1.1%
+193.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.2% |
| 7D | -1.1% | -7.9% | +6.8% | +0.8% |
| 30D | +4.8% | -11.7% | +16.5% | +7.8% |
| 3M | +11.1% | +0.8% | +10.3% | +9.8% |
| 6M | +54.6% | -11.6% | +66.2% | +58.4% |
| YTD | +71.4% | -21.6% | +93.0% | +81.7% |
| 1Y | +82.1% | -15.3% | +97.4% | +87.8% |
| All | +192.2% | -1.1% | +193.3% | +183.7% |
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