+15.7%
GEHC vs EXE
-18.4%
+34.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.9% | +9.3% | +6.2% |
| 7D | +13.2% | -4.7% | +17.8% | +12.9% |
| 30D | +30.6% | +1.0% | +29.6% | +30.3% |
| 3M | +22.2% | -5.6% | +27.8% | +21.9% |
| 6M | +40.8% | -12.3% | +53.1% | +39.1% |
| YTD | +4.8% | -19.5% | +24.3% | +5.5% |
| 1Y | +15.7% | -18.9% | +34.6% | +18.5% |
| All | +15.7% | -18.4% | +34.2% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling