+15.5%
GEHC vs FIVE
+42.9%
-27.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.3% | -2.2% |
| 7D | -4.0% | +4.3% | -8.3% | -4.8% |
| 30D | -2.0% | +12.5% | -14.5% | -4.4% |
| 3M | +8.0% | +31.2% | -23.3% | +2.0% |
| 6M | -12.8% | +14.4% | -27.1% | -15.7% |
| YTD | -15.9% | +33.9% | -49.8% | -21.4% |
| 1Y | -6.9% | +65.1% | -72.0% | -16.9% |
| 3Y | 0.0% | +49.0% | -49.0% | -16.6% |
| All | +15.5% | +42.9% | -27.5% | -4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling