+38.2%
GEHC vs GD
+55.0%
-16.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | +7.6% | -5.0% | +12.6% | +9.1% |
| 30D | +27.5% | +8.9% | +18.5% | +24.2% |
| 3M | +17.2% | -8.0% | +25.3% | +19.9% |
| 6M | +33.6% | +2.9% | +30.7% | +31.4% |
| YTD | +0.6% | +7.1% | -6.4% | -2.5% |
| 1Y | +11.3% | +5.9% | +5.4% | +8.3% |
| 3Y | +16.5% | +53.9% | -37.4% | +0.4% |
| All | +38.2% | +55.0% | -16.8% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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