+12.0%
GEHC vs GFS
-30.3%
+42.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -3.0% |
| 7D | -5.2% | +2.6% | -7.8% | -5.6% |
| 30D | -7.0% | -16.4% | +9.4% | -4.6% |
| 3M | +3.3% | -41.6% | +44.9% | +11.5% |
| 6M | -10.0% | -3.7% | -6.3% | -14.4% |
| YTD | -18.5% | +29.3% | -47.8% | -28.6% |
| 1Y | -14.4% | +37.1% | -51.5% | -26.5% |
| 3Y | +3.4% | -22.1% | +25.6% | -3.5% |
| All | +12.0% | -30.3% | +42.2% | +6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling