+41.0%
GEHC vs FIVE
+43.8%
-2.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.6% | -3.6% | +0.9% |
| 7D | +5.6% | +6.2% | -0.6% | +4.4% |
| 30D | +27.9% | +18.2% | +9.7% | +23.8% |
| 3M | +17.1% | +3.8% | +13.3% | +15.9% |
| 6M | +32.5% | +13.7% | +18.8% | +28.2% |
| YTD | +2.7% | +34.7% | -32.1% | -4.3% |
| 1Y | +15.3% | +66.6% | -51.4% | +2.9% |
| 3Y | +23.7% | +44.3% | -20.6% | +3.9% |
| All | +41.0% | +43.8% | -2.8% | +16.7% |
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