+40.3%
GEHC vs EL
-49.7%
+90.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +3.7% | +7.6% | -3.9% | +2.1% |
| 30D | +27.3% | +15.7% | +11.6% | +23.4% |
| 3M | +14.7% | +30.5% | -15.8% | +8.2% |
| 6M | +31.9% | +32.5% | -0.6% | +23.6% |
| YTD | +2.2% | +9.4% | -7.3% | -1.5% |
| 1Y | +14.1% | +28.4% | -14.3% | +6.4% |
| 3Y | +21.0% | +4.4% | +16.5% | +6.5% |
| All | +40.3% | -49.7% | +90.0% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 5y: compounded portfolio wealth divided by compounded EL 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…
5y analysis · Full analysis span regression · 6 months rolling