+15.5%
GEHC vs EXE
+12.4%
+3.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -1.1% |
| 7D | -4.0% | -0.3% | -3.7% | -4.0% |
| 30D | -2.0% | +8.5% | -10.4% | -3.0% |
| 3M | +8.0% | +5.5% | +2.5% | +7.1% |
| 6M | -12.8% | -5.9% | -6.9% | -12.2% |
| YTD | -15.9% | -9.7% | -6.2% | -15.0% |
| 1Y | -6.9% | +3.6% | -10.5% | -8.5% |
| 3Y | 0.0% | +18.0% | -18.1% | -4.1% |
| All | +15.5% | +12.4% | +3.0% | +16.5% |
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 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