+7.7%
GEHC vs ET
+151.5%
-143.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.7% | -1.5% |
| 7D | -7.9% | +1.4% | -9.2% | -8.4% |
| 30D | -11.7% | +4.6% | -16.3% | -13.3% |
| 3M | +0.8% | +16.0% | -15.2% | -5.2% |
| 6M | -11.6% | +22.8% | -34.4% | -19.4% |
| YTD | -21.6% | +38.9% | -60.4% | -32.7% |
| 1Y | -15.3% | +34.1% | -49.4% | -26.2% |
| 3Y | -0.5% | +98.8% | -99.3% | -25.6% |
| All | +7.7% | +151.5% | -143.8% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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