+3.4%
GEHC vs GRMN
+182.7%
-179.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | -5.2% | +0.2% | -5.4% | -5.2% |
| 30D | -7.0% | -11.3% | +4.4% | -2.2% |
| 3M | +3.3% | +17.7% | -14.4% | -3.3% |
| 6M | -10.0% | +14.2% | -24.2% | -15.0% |
| YTD | -18.5% | +37.0% | -55.5% | -28.5% |
| 1Y | -14.4% | +17.0% | -31.4% | -20.5% |
| 3Y | +3.4% | +183.2% | -179.8% | -30.5% |
| All | +3.4% | +182.7% | -179.2% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling