+15.5%
GEHC vs GTLB
+3.7%
+11.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | -4.0% | +11.1% | -15.0% | -5.3% |
| 30D | -2.0% | +37.8% | -39.8% | -5.9% |
| 3M | +8.0% | +61.6% | -53.6% | +1.5% |
| 6M | -12.8% | +98.9% | -111.7% | -20.5% |
| YTD | -15.9% | +32.8% | -48.7% | -19.7% |
| 1Y | -6.9% | +14.7% | -21.6% | -9.9% |
| 3Y | 0.0% | +1.3% | -1.4% | -4.7% |
| All | +15.5% | +3.7% | +11.7% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling