+7.2%
GEHC vs EFV
+110.2%
-103.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.6% |
| 7D | -7.2% | -0.8% | -6.4% | -6.4% |
| 30D | -11.6% | +0.6% | -12.2% | -12.1% |
| 3M | -0.8% | +7.5% | -8.4% | -8.2% |
| 6M | -11.9% | +13.0% | -24.9% | -22.5% |
| YTD | -21.9% | +18.3% | -40.3% | -34.6% |
| 1Y | -17.8% | +26.7% | -44.6% | -35.9% |
| 3Y | -3.5% | +89.6% | -93.1% | -47.4% |
| All | +7.2% | +110.2% | -103.1% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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