+21.5%
F vs GEHC
+30.8%
-9.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -1.9% | -2.6% |
| 7D | -3.9% | -2.3% | -1.6% | -3.2% |
| 30D | -0.5% | +19.0% | -19.5% | -5.6% |
| 3M | -12.9% | +13.3% | -26.2% | -16.2% |
| 6M | +1.5% | +31.5% | -30.0% | -7.1% |
| YTD | -5.0% | 0.0% | -5.0% | -5.7% |
| 1Y | -7.3% | +9.4% | -16.7% | -10.6% |
| 3Y | +45.3% | +18.3% | +26.9% | +32.1% |
| All | +21.5% | +30.8% | -9.3% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling