+15.5%
GEHC vs GPC
-13.1%
+28.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.6% |
| 7D | -4.0% | +1.2% | -5.2% | -4.4% |
| 30D | -2.0% | +6.0% | -7.9% | -3.8% |
| 3M | +8.0% | +42.6% | -34.6% | -4.1% |
| 6M | -12.8% | +22.8% | -35.5% | -18.9% |
| YTD | -15.9% | +15.5% | -31.4% | -21.4% |
| 1Y | -6.9% | +2.0% | -9.0% | -9.3% |
| 3Y | 0.0% | -1.4% | +1.4% | -5.3% |
| All | +15.5% | -13.1% | +28.5% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling