+265.6%
EWY vs GEHC
+10.0%
+255.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +4.9% |
| 7D | +4.8% | -4.0% | +8.8% | +5.7% |
| 30D | +11.7% | -2.0% | +13.6% | +12.1% |
| 3M | -7.4% | +8.0% | -15.4% | -10.0% |
| 6M | +40.6% | -12.8% | +53.3% | +44.8% |
| YTD | +94.3% | -15.9% | +110.2% | +101.8% |
| 1Y | +164.3% | -6.9% | +171.2% | +166.9% |
| 3Y | +221.0% | 0.0% | +221.0% | +214.0% |
| All | +265.6% | +10.0% | +255.6% | +248.3% |
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