+38.6%
GEHC vs GAP
+83.7%
-45.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.9% |
| 7D | -3.7% | -9.3% | +5.6% | -2.2% |
| 30D | +22.0% | -5.5% | +27.5% | +23.1% |
| 3M | +13.6% | +3.5% | +10.1% | +12.7% |
| 6M | +34.0% | +0.7% | +33.3% | +32.9% |
| YTD | +0.9% | -13.4% | +14.3% | +2.2% |
| 1Y | +12.7% | -7.7% | +20.4% | +13.0% |
| 3Y | +19.4% | +74.4% | -55.0% | +9.6% |
| All | +38.6% | +83.7% | -45.1% | +31.5% |
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