-17.8%
GEHC vs GPN
+5.1%
-22.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -7.2% | -4.3% | -2.8% | -6.0% |
| 30D | -11.6% | 0.0% | -11.6% | -11.6% |
| 3M | -0.8% | +35.8% | -36.7% | -8.2% |
| 6M | -11.9% | +22.0% | -33.9% | -16.7% |
| YTD | -21.9% | +15.2% | -37.2% | -24.7% |
| 1Y | -17.8% | +3.5% | -21.3% | -18.6% |
| All | -17.8% | +5.1% | -22.9% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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