+37.4%
GEHC vs COMP
+29.1%
+8.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -8.2% | +5.8% | -1.7% |
| 7D | +9.6% | -1.8% | +11.4% | +9.8% |
| 30D | +29.4% | -0.8% | +30.1% | +29.2% |
| 3M | +19.3% | -28.1% | +47.4% | +21.8% |
| 6M | +37.4% | +27.0% | +10.4% | +33.7% |
| All | +37.4% | +29.1% | +8.2% | +33.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling