+9.3%
GEHC vs ECL
+92.0%
-82.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.2% |
| 7D | -7.6% | -2.7% | -4.9% | -6.1% |
| 30D | -10.7% | -4.3% | -6.4% | -8.4% |
| 3M | -1.2% | +3.2% | -4.4% | -3.1% |
| 6M | -13.7% | -2.9% | -10.8% | -12.4% |
| YTD | -20.4% | +4.3% | -24.7% | -22.0% |
| 1Y | -17.0% | +1.6% | -18.7% | -17.9% |
| 3Y | +0.9% | +54.3% | -53.3% | -19.8% |
| All | +9.3% | +92.0% | -82.7% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling