-14.4%
GEHC vs ES
+17.8%
-32.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | -5.2% | +1.4% | -6.6% | -5.4% |
| 30D | -7.0% | -1.2% | -5.8% | -6.8% |
| 3M | +3.3% | +5.0% | -1.7% | +2.7% |
| 6M | -10.0% | -2.8% | -7.2% | -10.1% |
| YTD | -18.5% | +8.6% | -27.0% | -18.7% |
| 1Y | -14.4% | +18.9% | -33.3% | -19.7% |
| All | -14.4% | +17.8% | -32.2% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling