+39.3%
GEHC vs GH
+270.3%
-231.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.5% | +1.6% |
| 7D | +0.8% | +0.6% | +0.2% | +0.7% |
| 30D | +21.3% | -6.9% | +28.2% | +22.0% |
| 3M | +12.6% | -4.9% | +17.5% | +12.8% |
| 6M | +34.3% | +54.1% | -19.8% | +27.3% |
| YTD | +1.4% | +48.5% | -47.1% | -4.0% |
| 1Y | +12.5% | +61.2% | -48.7% | +5.5% |
| 3Y | +19.2% | +570.3% | -551.1% | -8.3% |
| All | +39.3% | +270.3% | -231.0% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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