-17.8%
GEHC vs GTLB
-4.2%
-13.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -7.2% | -5.7% | -1.5% | -6.8% |
| 30D | -11.6% | +15.1% | -26.7% | -12.4% |
| 3M | -0.8% | +65.5% | -66.3% | -3.7% |
| 6M | -11.9% | +102.9% | -114.8% | -14.9% |
| YTD | -21.9% | +25.2% | -47.1% | -23.4% |
| 1Y | -17.8% | -5.5% | -12.3% | -17.7% |
| All | -17.8% | -4.2% | -13.6% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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