-3.5%
GEHC vs GNRC
+61.6%
-65.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.9% |
| 7D | -7.2% | -0.2% | -7.0% | -7.1% |
| 30D | -11.6% | -15.7% | +4.2% | -9.4% |
| 3M | -0.8% | -27.3% | +26.5% | +3.0% |
| 6M | -11.9% | -12.1% | +0.1% | -12.9% |
| YTD | -21.9% | +37.1% | -59.1% | -31.2% |
| 1Y | -17.8% | -0.5% | -17.4% | -22.2% |
| 3Y | -3.5% | +61.5% | -65.1% | -23.7% |
| All | -3.5% | +61.6% | -65.1% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 3y: compounded portfolio wealth divided by compounded GNRC 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…
3y analysis · Full analysis span regression · 6 months rolling