+40.3%
GEHC vs ED
+38.5%
+1.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.5% |
| 7D | +3.7% | +2.1% | +1.6% | +3.5% |
| 30D | +27.3% | +12.4% | +14.9% | +26.1% |
| 3M | +14.7% | +13.1% | +1.6% | +13.5% |
| 6M | +31.9% | +14.1% | +17.9% | +30.6% |
| YTD | +2.2% | +23.1% | -20.9% | +0.6% |
| 1Y | +14.1% | +25.4% | -11.4% | +12.1% |
| 3Y | +21.0% | +47.9% | -26.9% | +13.3% |
| All | +40.3% | +38.5% | +1.8% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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