+12.0%
GEHC vs EXPE
+205.9%
-193.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.9% | +4.9% | -1.3% |
| 7D | -5.2% | -9.8% | +4.6% | -3.0% |
| 30D | -7.0% | -11.5% | +4.5% | -4.5% |
| 3M | +3.3% | +21.7% | -18.4% | -1.2% |
| 6M | -10.0% | +10.4% | -20.4% | -12.6% |
| YTD | -18.5% | -2.5% | -15.9% | -19.1% |
| 1Y | -14.4% | +27.3% | -41.7% | -21.0% |
| 3Y | +3.4% | +153.5% | -150.1% | -21.4% |
| All | +12.0% | +205.9% | -193.9% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling