+18.7%
EWZ vs GEHC
+20.0%
-1.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | -0.1% | +1.1% |
| 7D | +0.8% | +0.8% | 0.0% | +0.6% |
| 30D | -24.4% | +21.3% | -45.7% | -27.4% |
| 3M | -4.6% | +12.6% | -17.2% | -7.0% |
| 6M | -11.6% | +34.3% | -45.9% | -17.6% |
| YTD | +2.4% | +1.4% | +1.0% | +1.5% |
| 1Y | +2.1% | +12.5% | -10.4% | -1.6% |
| 3Y | +18.7% | +19.2% | -0.5% | +10.0% |
| All | +18.7% | +20.0% | -1.3% | +10.0% |
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