+33.6%
GEHC vs ES
+4.1%
+29.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.7% |
| 7D | +7.6% | +1.9% | +5.7% | +7.0% |
| 30D | +27.5% | +7.1% | +20.4% | +24.8% |
| 3M | +17.2% | -1.9% | +19.2% | +18.4% |
| 6M | +33.6% | +4.4% | +29.2% | +31.8% |
| All | +33.6% | +4.1% | +29.5% | +31.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling