+25.4%
EXC vs GEHC
+32.6%
-7.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | -0.1% | +1.3% |
| 7D | +1.4% | +0.8% | +0.6% | +1.3% |
| 30D | +8.6% | +21.3% | -12.8% | +7.4% |
| 3M | +2.4% | +12.6% | -10.2% | +1.6% |
| 6M | +6.5% | +34.3% | -27.8% | +4.6% |
| YTD | +9.0% | +1.4% | +7.6% | +8.6% |
| 1Y | +4.6% | +12.5% | -7.9% | +3.4% |
| 3Y | +33.5% | +19.2% | +14.3% | +29.5% |
| All | +25.4% | +32.6% | -7.2% | +17.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling