+39.3%
GEHC vs A
+17.2%
+22.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | +0.8% | -0.5% | +1.2% | +1.0% |
| 30D | +21.3% | 0.0% | +21.3% | +21.1% |
| 3M | +12.6% | +16.7% | -4.1% | +3.9% |
| 6M | +34.3% | +54.8% | -20.5% | +6.1% |
| YTD | +1.4% | +28.8% | -27.4% | -11.6% |
| 1Y | +12.5% | +19.3% | -6.9% | +2.1% |
| 3Y | +19.2% | +65.5% | -46.3% | -11.2% |
| All | +39.3% | +17.2% | +22.0% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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