+9.3%
GEHC vs GTLB
-3.6%
+12.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.2% |
| 7D | -7.6% | -6.6% | -1.1% | -6.9% |
| 30D | -10.7% | +13.7% | -24.4% | -12.2% |
| 3M | -1.2% | +52.9% | -54.1% | -6.5% |
| 6M | -13.7% | +88.5% | -102.2% | -20.8% |
| YTD | -20.4% | +23.4% | -43.9% | -23.3% |
| 1Y | -17.0% | -3.8% | -13.2% | -17.8% |
| 3Y | +0.9% | -11.5% | +12.4% | -2.3% |
| All | +9.3% | -3.6% | +12.8% | +2.9% |
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