-15.0%
GEHC vs ESI
+39.7%
-54.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | -5.2% | +5.4% | -10.6% | -5.4% |
| 30D | -7.0% | -4.2% | -2.8% | -6.8% |
| 3M | +3.3% | -9.6% | +12.9% | +2.6% |
| 6M | -10.0% | +18.3% | -28.3% | -18.7% |
| YTD | -18.5% | +45.8% | -64.3% | -31.4% |
| All | -15.0% | +39.7% | -54.7% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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