+38.6%
GEHC vs COMP
+278.6%
-240.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -1.5% |
| 7D | -3.7% | +2.2% | -5.9% | -4.1% |
| 30D | +22.0% | +16.3% | +5.7% | +19.8% |
| 3M | +13.6% | -19.1% | +32.8% | +15.7% |
| 6M | +34.0% | +17.1% | +16.9% | +30.3% |
| YTD | +0.9% | -2.9% | +3.8% | -1.1% |
| 1Y | +12.7% | +8.8% | +3.9% | +9.1% |
| 3Y | +19.4% | +423.5% | -404.0% | -2.8% |
| All | +38.6% | +278.6% | -240.0% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling