+7.2%
GEHC vs EQIX
+62.6%
-55.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.8% | -0.9% |
| 7D | -7.2% | +0.2% | -7.3% | -7.2% |
| 30D | -11.6% | -2.5% | -9.1% | -10.9% |
| 3M | -0.8% | 0.0% | -0.8% | -1.4% |
| 6M | -11.9% | +7.6% | -19.6% | -14.8% |
| YTD | -21.9% | +37.5% | -59.5% | -31.5% |
| 1Y | -17.8% | +32.9% | -50.7% | -27.1% |
| 3Y | -3.5% | +42.8% | -46.3% | -18.1% |
| All | +7.2% | +62.6% | -55.5% | -17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling