+7.2%
GEHC vs EXE
+8.9%
-1.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | -7.2% | -3.1% | -4.0% | -6.8% |
| 30D | -11.6% | -0.9% | -10.6% | -11.5% |
| 3M | -0.8% | +9.6% | -10.4% | -2.1% |
| 6M | -11.9% | -11.6% | -0.3% | -10.6% |
| YTD | -21.9% | -12.6% | -9.4% | -20.7% |
| 1Y | -17.8% | +1.2% | -19.0% | -19.0% |
| 3Y | -3.5% | +18.0% | -21.6% | -7.5% |
| All | +7.2% | +8.9% | -1.7% | +8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling