+12.7%
GEHC vs ESI
+23.9%
-11.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.0% | -5.2% | -1.3% |
| 7D | -3.7% | +1.8% | -5.6% | -3.8% |
| 30D | +22.0% | -6.6% | +28.6% | +22.0% |
| 3M | +13.6% | -9.4% | +23.0% | +13.5% |
| 6M | +34.0% | -24.1% | +58.1% | +35.0% |
| YTD | +0.9% | +37.1% | -36.2% | -14.0% |
| 1Y | +12.7% | +24.5% | -11.8% | -0.7% |
| All | +12.7% | +23.9% | -11.1% | -0.7% |
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