+19.2%
GEHC vs EFV
+91.8%
-72.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.0% |
| 7D | +0.8% | +2.5% | -1.8% | -1.9% |
| 30D | +21.3% | +2.9% | +18.4% | +17.7% |
| 3M | +12.6% | -1.4% | +14.0% | +14.3% |
| 6M | +34.3% | +5.5% | +28.8% | +25.7% |
| YTD | +1.4% | +16.1% | -14.6% | -15.2% |
| 1Y | +12.5% | +20.3% | -7.8% | -9.9% |
| 3Y | +19.2% | +90.4% | -71.2% | -43.5% |
| All | +19.2% | +91.8% | -72.6% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling