+3.2%
EXC vs GEHC
+14.6%
-11.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | 0.0% |
| 7D | -1.7% | +5.6% | -7.4% | -1.9% |
| 30D | +9.3% | +27.9% | -18.6% | +8.7% |
| 3M | +1.0% | +17.1% | -16.1% | +0.5% |
| 6M | +5.9% | +32.5% | -26.6% | +5.2% |
| YTD | +7.6% | +2.7% | +5.0% | +5.9% |
| All | +3.2% | +14.6% | -11.4% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling