+37.3%
GEHC vs GFS
-33.9%
+71.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -2.3% | +17.2% | -19.5% | -4.4% |
| 30D | +19.0% | -8.7% | +27.8% | +20.0% |
| 3M | +13.3% | -19.7% | +32.9% | +16.1% |
| 6M | +31.5% | -40.7% | +72.2% | +38.8% |
| YTD | 0.0% | +22.5% | -22.6% | -12.4% |
| 1Y | +9.4% | +25.2% | -15.9% | -4.8% |
| 3Y | +18.3% | -17.7% | +36.0% | +7.8% |
| All | +37.3% | -33.9% | +71.2% | +30.1% |
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