+12.0%
GEHC vs GPC
-15.6%
+27.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -2.1% |
| 7D | -5.2% | +0.2% | -5.4% | -5.2% |
| 30D | -7.0% | -0.4% | -6.6% | -6.9% |
| 3M | +3.3% | +39.2% | -35.9% | -7.5% |
| 6M | -10.0% | +18.2% | -28.2% | -15.3% |
| YTD | -18.5% | +12.1% | -30.6% | -23.0% |
| 1Y | -14.4% | -0.7% | -13.7% | -15.9% |
| 3Y | +3.4% | -1.7% | +5.1% | -1.8% |
| All | +12.0% | -15.6% | +27.5% | +19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling