+75.3%
EWZ vs GEHC
+10.0%
+65.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +6.5% | -4.0% | +10.5% | +7.4% |
| 30D | +4.8% | -2.0% | +6.8% | +5.2% |
| 3M | +9.9% | +8.0% | +1.9% | +7.5% |
| 6M | +1.9% | -12.8% | +14.7% | +4.3% |
| YTD | +20.3% | -15.9% | +36.2% | +23.9% |
| 1Y | +35.6% | -6.9% | +42.5% | +35.9% |
| 3Y | +43.4% | 0.0% | +43.5% | +38.6% |
| All | +75.3% | +10.0% | +65.4% | +60.9% |
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 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