+9.3%
GEHC vs EQIX
+63.5%
-54.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -7.6% | +2.3% | -10.0% | -8.3% |
| 30D | -10.7% | +0.4% | -11.1% | -10.9% |
| 3M | -1.2% | -1.1% | -0.1% | -1.4% |
| 6M | -13.7% | +11.5% | -25.2% | -17.6% |
| YTD | -20.4% | +38.2% | -58.6% | -30.3% |
| 1Y | -17.0% | +36.7% | -53.7% | -27.2% |
| 3Y | +0.9% | +44.1% | -43.1% | -14.5% |
| All | +9.3% | +63.5% | -54.2% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling