-3.5%
GEHC vs EQX
+168.9%
-172.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.6% |
| 7D | -7.2% | -3.2% | -4.0% | -6.9% |
| 30D | -11.6% | +7.8% | -19.3% | -12.1% |
| 3M | -0.8% | +21.3% | -22.2% | -2.6% |
| 6M | -11.9% | -22.4% | +10.5% | -10.4% |
| YTD | -21.9% | -11.3% | -10.6% | -21.7% |
| 1Y | -17.8% | +13.5% | -31.3% | -19.6% |
| 3Y | -3.5% | +162.1% | -165.7% | -15.0% |
| All | -3.5% | +168.9% | -172.5% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 3y: compounded portfolio wealth divided by compounded EQX 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…
3y analysis · Full analysis span regression · 6 months rolling