+21.0%
GEHC vs COMP
+423.0%
-402.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.4% | +7.0% | +0.4% |
| 7D | +3.7% | +7.2% | -3.5% | +2.7% |
| 30D | +27.3% | +6.4% | +20.9% | +25.9% |
| 3M | +14.7% | -19.4% | +34.2% | +17.2% |
| 6M | +31.9% | +14.6% | +17.4% | +28.1% |
| YTD | +2.2% | -5.5% | +7.7% | 0.0% |
| 1Y | +14.1% | +13.7% | +0.4% | +9.0% |
| 3Y | +21.0% | +409.7% | -388.7% | -1.3% |
| All | +21.0% | +423.0% | -402.1% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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