+7.2%
GEHC vs GWRE
+118.7%
-111.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -7.2% | -13.2% | +6.1% | -5.1% |
| 30D | -11.6% | -18.6% | +7.0% | -9.3% |
| 3M | -0.8% | +18.9% | -19.7% | -4.0% |
| 6M | -11.9% | -11.0% | -1.0% | -11.8% |
| YTD | -21.9% | -29.9% | +8.0% | -18.6% |
| 1Y | -17.8% | -44.3% | +26.5% | -10.4% |
| 3Y | -3.5% | +51.7% | -55.2% | -15.6% |
| All | +7.2% | +118.7% | -111.5% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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