+7.7%
GEHC vs GRMN
+208.1%
-200.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -7.9% | -1.8% | -6.1% | -7.1% |
| 30D | -11.7% | -12.1% | +0.4% | -6.8% |
| 3M | +0.8% | +18.0% | -17.2% | -5.7% |
| 6M | -11.6% | +13.7% | -25.3% | -16.4% |
| YTD | -21.6% | +35.3% | -56.9% | -30.9% |
| 1Y | -15.3% | +17.2% | -32.6% | -21.4% |
| 3Y | -0.5% | +179.6% | -180.1% | -34.4% |
| All | +7.7% | +208.1% | -200.4% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling