+15.5%
GEHC vs ECL
+97.0%
-81.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -4.0% | -2.6% | -1.4% | -2.5% |
| 30D | -2.0% | -2.2% | +0.2% | -0.8% |
| 3M | +8.0% | +10.1% | -2.1% | +2.1% |
| 6M | -12.8% | -5.7% | -7.0% | -10.1% |
| YTD | -15.9% | +7.0% | -22.9% | -18.8% |
| 1Y | -6.9% | +2.7% | -9.6% | -8.5% |
| 3Y | 0.0% | +57.7% | -57.8% | -21.7% |
| All | +15.5% | +97.0% | -81.5% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling