+15.5%
GEHC vs EFV
+111.9%
-96.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -4.0% | +1.5% | -5.5% | -5.4% |
| 30D | -2.0% | +1.7% | -3.7% | -3.6% |
| 3M | +8.0% | +8.6% | -0.7% | -1.2% |
| 6M | -12.8% | +11.7% | -24.4% | -22.3% |
| YTD | -15.9% | +19.3% | -35.2% | -30.2% |
| 1Y | -6.9% | +30.2% | -37.1% | -29.3% |
| 3Y | 0.0% | +91.6% | -91.6% | -46.0% |
| All | +15.5% | +111.9% | -96.5% | -43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling