+12.0%
GEHC vs GNRC
+93.5%
-81.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.6% | -3.2% |
| 7D | -5.2% | +4.8% | -10.0% | -5.8% |
| 30D | -7.0% | -10.4% | +3.4% | -5.7% |
| 3M | +3.3% | -28.5% | +31.8% | +7.3% |
| 6M | -10.0% | -6.8% | -3.2% | -11.5% |
| YTD | -18.5% | +39.5% | -57.9% | -26.3% |
| 1Y | -14.4% | +3.4% | -17.8% | -18.4% |
| 3Y | +3.4% | +65.1% | -61.7% | -13.2% |
| All | +12.0% | +93.5% | -81.5% | -16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling