+12.5%
GEHC vs ESI
+21.7%
-9.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.2% | +1.4% |
| 7D | +0.8% | +5.5% | -4.7% | +0.8% |
| 30D | +21.3% | -7.8% | +29.1% | +21.2% |
| 3M | +12.6% | -15.0% | +27.6% | +12.5% |
| 6M | +34.3% | -24.9% | +59.2% | +34.8% |
| YTD | +1.4% | +33.2% | -31.8% | -13.5% |
| 1Y | +12.5% | +24.9% | -12.5% | -2.0% |
| All | +12.5% | +21.7% | -9.2% | -2.0% |
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