+38.6%
GEHC vs EXE
+1.7%
+36.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.0% | -1.3% |
| 7D | -3.7% | +1.5% | -5.3% | -3.9% |
| 30D | +22.0% | -0.2% | +22.2% | +21.9% |
| 3M | +13.6% | -9.2% | +22.8% | +14.8% |
| 6M | +34.0% | -7.2% | +41.3% | +34.9% |
| YTD | +0.9% | -18.3% | +19.2% | +3.2% |
| 1Y | +12.7% | -23.6% | +36.4% | +16.6% |
| 3Y | +19.4% | +21.9% | -2.5% | +13.2% |
| All | +38.6% | +1.7% | +36.8% | +41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling