+12.0%
GEHC vs EQIX
+63.2%
-51.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.2% |
| 7D | -5.2% | +1.3% | -6.5% | -5.6% |
| 30D | -7.0% | +0.3% | -7.3% | -7.2% |
| 3M | +3.3% | -1.6% | +4.9% | +3.3% |
| 6M | -10.0% | +12.2% | -22.2% | -14.3% |
| YTD | -18.5% | +38.0% | -56.4% | -28.5% |
| 1Y | -14.4% | +38.9% | -53.3% | -25.4% |
| 3Y | +3.4% | +43.8% | -40.4% | -12.4% |
| All | +12.0% | +63.2% | -51.2% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EQIX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling