+12.0%
GEHC vs A
-1.2%
+13.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.4% | -1.7% |
| 7D | -5.2% | -2.1% | -3.1% | -4.2% |
| 30D | -7.0% | +0.6% | -7.6% | -7.3% |
| 3M | +3.3% | +10.9% | -7.6% | -2.1% |
| 6M | -10.0% | +28.2% | -38.2% | -21.6% |
| YTD | -18.5% | +8.6% | -27.0% | -22.4% |
| 1Y | -14.4% | +15.5% | -29.9% | -21.5% |
| 3Y | +3.4% | +31.8% | -28.4% | -13.9% |
| All | +12.0% | -1.2% | +13.1% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling