+12.0%
GEHC vs ESI
+103.5%
-91.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.2% |
| 7D | -5.2% | +5.4% | -10.6% | -6.7% |
| 30D | -7.0% | -4.2% | -2.8% | -6.0% |
| 3M | +3.3% | -9.6% | +12.9% | +4.1% |
| 6M | -10.0% | +18.3% | -28.3% | -21.1% |
| YTD | -18.5% | +45.8% | -64.3% | -35.9% |
| 1Y | -14.4% | +39.2% | -53.6% | -31.6% |
| 3Y | +3.4% | +86.3% | -82.8% | -30.4% |
| All | +12.0% | +103.5% | -91.5% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling