+39.3%
GEHC vs GTLB
-0.7%
+39.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.5% | +1.3% |
| 7D | +0.8% | -0.7% | +1.5% | +0.9% |
| 30D | +21.3% | -10.2% | +31.5% | +22.8% |
| 3M | +12.6% | +10.1% | +2.5% | +10.9% |
| 6M | +34.3% | +116.5% | -82.2% | +21.5% |
| YTD | +1.4% | +27.2% | -25.8% | -2.8% |
| 1Y | +12.5% | +8.6% | +3.9% | +9.7% |
| 3Y | +19.2% | +5.6% | +13.6% | +13.4% |
| All | +39.3% | -0.7% | +39.9% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling