+40.3%
GEHC vs ECL
+116.4%
-76.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.3% |
| 7D | +3.7% | +0.4% | +3.3% | +3.5% |
| 30D | +27.3% | +8.6% | +18.7% | +21.5% |
| 3M | +14.7% | +7.9% | +6.9% | +9.8% |
| 6M | +31.9% | +21.0% | +10.9% | +18.0% |
| YTD | +2.2% | +17.5% | -15.3% | -6.5% |
| 1Y | +14.1% | +19.7% | -5.6% | +3.2% |
| 3Y | +21.0% | +77.4% | -56.5% | -10.7% |
| All | +40.3% | +116.4% | -76.1% | -9.2% |
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