-1.7%
GEHC vs GWW
+89.5%
-91.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.0% |
| 7D | -7.6% | -0.5% | -7.2% | -7.4% |
| 30D | -10.7% | -1.4% | -9.2% | -10.1% |
| 3M | -1.2% | -3.6% | +2.4% | -0.2% |
| 6M | -13.7% | +15.1% | -28.9% | -20.5% |
| YTD | -20.4% | +27.5% | -47.9% | -30.6% |
| 1Y | -17.0% | +29.6% | -46.7% | -28.4% |
| All | -1.7% | +89.5% | -91.1% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 3y: compounded portfolio wealth divided by compounded GWW 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…
3y analysis · Full analysis span regression · 6 months rolling