+26.3%
F vs GEHC
+34.3%
-8.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | 0.0% |
| 7D | -0.6% | +5.6% | -6.3% | -2.3% |
| 30D | +2.9% | +27.9% | -25.0% | -4.6% |
| 3M | -9.5% | +17.1% | -26.6% | -13.8% |
| 6M | +4.0% | +32.5% | -28.5% | -5.1% |
| YTD | -1.3% | +2.7% | -3.9% | -2.7% |
| 1Y | -1.9% | +15.3% | -17.2% | -6.9% |
| 3Y | +53.5% | +23.7% | +29.8% | +37.9% |
| All | +26.3% | +34.3% | -8.0% | +5.1% |
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