+9.4%
GEHC vs GPC
0.0%
+9.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -2.3% | -1.3% | -1.0% | -1.9% |
| 30D | +19.0% | -6.0% | +25.1% | +21.2% |
| 3M | +13.3% | -7.6% | +20.9% | +15.9% |
| 6M | +31.5% | +24.2% | +7.3% | +22.5% |
| YTD | 0.0% | +2.7% | -2.7% | -11.1% |
| 1Y | +9.4% | +0.2% | +9.2% | -0.4% |
| All | +9.4% | 0.0% | +9.3% | -0.4% |
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