+15.5%
GEHC vs ES
-2.1%
+17.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -4.0% | +0.3% | -4.3% | -4.1% |
| 30D | -2.0% | -2.0% | 0.0% | -1.4% |
| 3M | +8.0% | +1.7% | +6.3% | +7.4% |
| 6M | -12.8% | -3.5% | -9.2% | -12.0% |
| YTD | -15.9% | +7.9% | -23.8% | -18.0% |
| 1Y | -6.9% | +17.2% | -24.1% | -12.7% |
| 3Y | 0.0% | +29.3% | -29.4% | -10.3% |
| All | +15.5% | -2.1% | +17.5% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling