+39.3%
GEHC vs GFS
-35.7%
+75.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.8% |
| 7D | +0.8% | +7.4% | -6.6% | -0.2% |
| 30D | +21.3% | -15.3% | +36.6% | +23.6% |
| 3M | +12.6% | -21.1% | +33.7% | +15.6% |
| 6M | +34.3% | -44.5% | +78.8% | +43.4% |
| YTD | +1.4% | +19.2% | -17.8% | -10.8% |
| 1Y | +12.5% | +27.2% | -14.8% | -2.8% |
| 3Y | +19.2% | -20.1% | +39.3% | +9.1% |
| All | +39.3% | -35.7% | +75.0% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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