+37.3%
GEHC vs ACWI
+91.3%
-54.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.3% |
| 7D | -2.3% | +2.7% | -5.0% | -5.2% |
| 30D | +19.0% | -2.6% | +21.6% | +22.4% |
| 3M | +13.3% | -3.2% | +16.5% | +17.2% |
| 6M | +31.5% | +1.9% | +29.7% | +27.0% |
| YTD | 0.0% | +11.3% | -11.4% | -13.7% |
| 1Y | +9.4% | +11.7% | -2.3% | -5.9% |
| 3Y | +18.3% | +74.4% | -56.0% | -39.0% |
| All | +37.3% | +91.3% | -54.0% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 all: compounded portfolio wealth divided by compounded ACWI 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…
all analysis · Full analysis span regression · 6 months rolling