+40.5%
GEHC vs GD
+56.0%
-15.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.7% |
| 7D | +9.6% | -3.9% | +13.5% | +10.7% |
| 30D | +29.4% | +8.1% | +21.3% | +26.3% |
| 3M | +19.3% | -6.8% | +26.1% | +21.5% |
| 6M | +37.4% | +3.0% | +34.4% | +35.1% |
| YTD | +2.3% | +7.8% | -5.4% | -1.0% |
| 1Y | +11.0% | +5.8% | +5.2% | +8.1% |
| 3Y | +17.6% | +55.3% | -37.7% | +1.1% |
| All | +40.5% | +56.0% | -15.5% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling