+37.3%
GEHC vs FIVE
+40.1%
-2.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | -2.3% | +2.4% | -4.7% | -2.8% |
| 30D | +19.0% | +15.8% | +3.2% | +15.7% |
| 3M | +13.3% | +3.8% | +9.5% | +12.2% |
| 6M | +31.5% | +18.5% | +13.0% | +26.1% |
| YTD | 0.0% | +31.2% | -31.2% | -6.3% |
| 1Y | +9.4% | +61.8% | -52.4% | -1.8% |
| 3Y | +18.3% | +39.9% | -21.5% | 0.0% |
| All | +37.3% | +40.1% | -2.8% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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