+41.0%
GEHC vs ESI
+85.2%
-44.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | +0.6% |
| 7D | +5.6% | -3.5% | +9.1% | +6.4% |
| 30D | +27.9% | -9.3% | +37.1% | +30.7% |
| 3M | +17.1% | -12.8% | +29.9% | +20.5% |
| 6M | +32.5% | -24.6% | +57.2% | +40.1% |
| YTD | +2.7% | +32.7% | -30.1% | -17.8% |
| 1Y | +15.3% | +20.3% | -5.0% | -3.4% |
| 3Y | +23.7% | +80.2% | -56.5% | -16.9% |
| All | +41.0% | +85.2% | -44.3% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling