+9.3%
GEHC vs GFS
-28.9%
+38.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -2.7% |
| 7D | -7.6% | +4.5% | -12.1% | -8.3% |
| 30D | -10.7% | -8.2% | -2.5% | -9.6% |
| 3M | -1.2% | -38.9% | +37.6% | +5.8% |
| 6M | -13.7% | -2.9% | -10.9% | -18.1% |
| YTD | -20.4% | +31.8% | -52.2% | -30.5% |
| 1Y | -17.0% | +43.1% | -60.2% | -29.4% |
| 3Y | +0.9% | -20.6% | +21.6% | -6.1% |
| All | +9.3% | -28.9% | +38.2% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling