+9.3%
GEHC vs A
-2.6%
+11.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.7% |
| 7D | -7.6% | -4.4% | -3.3% | -5.5% |
| 30D | -10.7% | -2.7% | -8.0% | -9.5% |
| 3M | -1.2% | +7.0% | -8.3% | -4.7% |
| 6M | -13.7% | +24.6% | -38.4% | -23.8% |
| YTD | -20.4% | +7.0% | -27.4% | -23.7% |
| 1Y | -17.0% | +15.6% | -32.6% | -23.9% |
| 3Y | +0.9% | +29.9% | -29.0% | -15.4% |
| All | +9.3% | -2.6% | +11.9% | +6.4% |
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