+12.0%
GEHC vs GAP
+89.5%
-77.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -5.2% | +1.7% | -6.9% | -5.4% |
| 30D | -7.0% | +9.3% | -16.3% | -8.5% |
| 3M | +3.3% | +6.1% | -2.8% | +2.0% |
| 6M | -10.0% | -2.3% | -7.7% | -10.3% |
| YTD | -18.5% | -10.6% | -7.9% | -17.8% |
| 1Y | -14.4% | -4.4% | -10.0% | -14.7% |
| 3Y | +3.4% | +118.3% | -114.9% | -7.2% |
| All | +12.0% | +89.5% | -77.6% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling