+3.4%
GEHC vs ETR
+153.2%
-149.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.3% |
| 7D | -5.2% | +1.4% | -6.6% | -5.5% |
| 30D | -7.0% | +1.9% | -8.8% | -7.4% |
| 3M | +3.3% | +1.0% | +2.3% | +2.7% |
| 6M | -10.0% | +4.8% | -14.8% | -11.7% |
| YTD | -18.5% | +19.5% | -38.0% | -23.1% |
| 1Y | -14.4% | +28.1% | -42.5% | -21.1% |
| 3Y | +3.4% | +151.1% | -147.7% | -19.6% |
| All | +3.4% | +153.2% | -149.7% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling