+38.2%
GEHC vs EXPE
+188.8%
-150.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.2% | -0.5% |
| 7D | +7.6% | -9.3% | +16.9% | +9.7% |
| 30D | +27.5% | +0.1% | +27.3% | +27.0% |
| 3M | +17.2% | -15.3% | +32.5% | +20.9% |
| 6M | +33.6% | +5.5% | +28.1% | +30.8% |
| YTD | +0.6% | -8.0% | +8.6% | +0.7% |
| 1Y | +11.3% | +18.9% | -7.6% | +4.0% |
| 3Y | +16.5% | +135.5% | -119.0% | -10.2% |
| All | +38.2% | +188.8% | -150.6% | -11.5% |
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 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