+47.2%
EWZ vs GEHC
+30.8%
+16.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | +0.1% | -2.3% | +2.3% | +0.5% |
| 30D | -25.9% | +19.0% | -44.9% | -28.5% |
| 3M | -6.1% | +13.3% | -19.4% | -8.7% |
| 6M | -16.1% | +31.5% | -47.6% | -21.4% |
| YTD | +1.0% | 0.0% | +1.0% | +0.2% |
| 1Y | 0.0% | +9.4% | -9.4% | -3.0% |
| 3Y | +16.8% | +18.3% | -1.5% | +9.0% |
| All | +47.2% | +30.8% | +16.4% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling