+38.2%
GEHC vs GPC
-22.7%
+60.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.2% |
| 7D | +7.6% | +1.6% | +6.0% | +7.1% |
| 30D | +27.5% | -2.1% | +29.5% | +28.2% |
| 3M | +17.2% | -6.8% | +24.0% | +19.8% |
| 6M | +33.6% | +18.6% | +15.0% | +25.7% |
| YTD | +0.6% | +2.7% | -2.0% | -2.4% |
| 1Y | +11.3% | +1.8% | +9.5% | +8.3% |
| 3Y | +16.5% | +1.1% | +15.4% | +11.5% |
| All | +38.2% | -22.7% | +60.9% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling