-3.5%
GEHC vs BOXX
+14.7%
-18.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.6% |
| 7D | -7.2% | +0.1% | -7.2% | -7.2% |
| 30D | -11.6% | +0.3% | -11.9% | -12.0% |
| 3M | -0.8% | +1.0% | -1.9% | -2.9% |
| 6M | -11.9% | +1.9% | -13.8% | -15.1% |
| YTD | -21.9% | +2.7% | -24.6% | -25.8% |
| 1Y | -17.8% | +4.0% | -21.9% | -23.2% |
| 3Y | -3.5% | +14.7% | -18.2% | -39.0% |
| All | -3.5% | +14.7% | -18.2% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 3y: compounded portfolio wealth divided by compounded BOXX 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…
3y analysis · Full analysis span regression · 6 months rolling