+3.4%
GEHC vs EXEL
+160.6%
-157.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.8% | -2.7% |
| 7D | -5.2% | +1.4% | -6.5% | -5.4% |
| 30D | -7.0% | +6.7% | -13.6% | -7.9% |
| 3M | +3.3% | +11.5% | -8.1% | +1.3% |
| 6M | -10.0% | +38.8% | -48.8% | -14.9% |
| YTD | -18.5% | +31.6% | -50.0% | -22.4% |
| 1Y | -14.4% | +53.0% | -67.4% | -20.5% |
| 3Y | +3.4% | +160.8% | -157.4% | -11.8% |
| All | +3.4% | +160.6% | -157.2% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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