-6.9%
GEHC vs GPC
+0.2%
-7.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | -4.0% | +0.4% | -4.4% | -4.1% |
| 30D | -2.0% | +5.1% | -7.1% | -3.5% |
| 3M | +8.0% | +41.5% | -33.5% | -3.5% |
| 6M | -12.8% | +21.8% | -34.6% | -19.5% |
| YTD | -15.9% | +14.6% | -30.5% | -26.4% |
| 1Y | -6.9% | +1.3% | -8.2% | -11.0% |
| All | -6.9% | +0.2% | -7.1% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling