+9.3%
GEHC vs EXPE
+203.7%
-194.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | -7.6% | -11.5% | +3.9% | -5.1% |
| 30D | -10.7% | -13.1% | +2.4% | -8.0% |
| 3M | -1.2% | +18.1% | -19.4% | -5.0% |
| 6M | -13.7% | +13.3% | -27.0% | -16.7% |
| YTD | -20.4% | -3.2% | -17.2% | -20.9% |
| 1Y | -17.0% | +26.1% | -43.2% | -23.3% |
| 3Y | +0.9% | +151.7% | -150.8% | -23.2% |
| All | +9.3% | +203.7% | -194.4% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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