+20.5%
EXC vs GEHC
+1.7%
+18.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -1.0% |
| 7D | +0.3% | -4.0% | +4.3% | +0.5% |
| 30D | -3.7% | -2.0% | -1.8% | -3.6% |
| 3M | -1.3% | +8.0% | -9.3% | -1.8% |
| 6M | -9.7% | -12.8% | +3.1% | -9.2% |
| YTD | +2.9% | -15.9% | +18.8% | +3.6% |
| 1Y | +4.4% | -6.9% | +11.3% | +4.3% |
| All | +20.5% | +1.7% | +18.8% | +14.2% |
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 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