+7.7%
GEHC vs GAP
+77.1%
-69.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.1% |
| 7D | -7.9% | -6.3% | -1.5% | -6.9% |
| 30D | -11.7% | -0.2% | -11.5% | -11.9% |
| 3M | +0.8% | 0.0% | +0.8% | +0.5% |
| 6M | -11.6% | -8.1% | -3.5% | -11.0% |
| YTD | -21.6% | -16.5% | -5.1% | -20.1% |
| 1Y | -15.3% | -10.5% | -4.8% | -14.8% |
| 3Y | -0.5% | +104.0% | -104.5% | -9.8% |
| All | +7.7% | +77.1% | -69.4% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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