+7.2%
GEHC vs GPN
-5.4%
+12.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -7.2% | -4.6% | -2.6% | -5.9% |
| 30D | -11.6% | -0.3% | -11.3% | -11.5% |
| 3M | -0.8% | +35.4% | -36.3% | -8.9% |
| 6M | -11.9% | +21.7% | -33.6% | -17.1% |
| YTD | -21.9% | +14.9% | -36.8% | -25.7% |
| 1Y | -17.8% | +3.2% | -21.0% | -19.6% |
| 3Y | -3.5% | -27.1% | +23.6% | -1.2% |
| All | +7.2% | -5.4% | +12.6% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling