+39.3%
GEHC vs ETR
+115.8%
-76.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +0.8% | +1.2% | -0.4% | +0.5% |
| 30D | +21.3% | +7.0% | +14.3% | +19.6% |
| 3M | +12.6% | +4.6% | +8.0% | +11.5% |
| 6M | +34.3% | +0.1% | +34.2% | +34.0% |
| YTD | +1.4% | +23.2% | -21.8% | -4.6% |
| 1Y | +12.5% | +20.6% | -8.1% | +6.4% |
| 3Y | +19.2% | +156.3% | -137.1% | -5.8% |
| All | +39.3% | +115.8% | -76.5% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling