+3.4%
GEHC vs EXE
+21.0%
-17.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | -5.2% | -1.8% | -3.4% | -5.0% |
| 30D | -7.0% | +6.4% | -13.4% | -7.7% |
| 3M | +3.3% | +9.2% | -5.9% | +2.1% |
| 6M | -10.0% | -7.0% | -3.0% | -9.3% |
| YTD | -18.5% | -9.5% | -9.0% | -17.6% |
| 1Y | -14.4% | +6.2% | -20.6% | -16.3% |
| 3Y | +3.4% | +20.7% | -17.3% | +1.0% |
| All | +3.4% | +21.0% | -17.6% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling