+39.3%
GEHC vs GPC
-22.3%
+61.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +0.8% | +0.4% | +0.3% | +0.6% |
| 30D | +21.3% | -6.3% | +27.6% | +23.8% |
| 3M | +12.6% | -8.2% | +20.7% | +15.5% |
| 6M | +34.3% | +27.1% | +7.2% | +23.6% |
| YTD | +1.4% | +3.1% | -1.7% | -1.8% |
| 1Y | +12.5% | +0.1% | +12.4% | +10.0% |
| 3Y | +19.2% | +0.2% | +19.0% | +14.3% |
| All | +39.3% | -22.3% | +61.6% | +52.8% |
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