+9.3%
GEHC vs IAU
+144.6%
-135.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.5% |
| 7D | -7.6% | +0.2% | -7.8% | -7.7% |
| 30D | -10.7% | +0.2% | -10.9% | -10.7% |
| 3M | -1.2% | +3.3% | -4.5% | -1.6% |
| 6M | -13.7% | -14.6% | +0.8% | -11.6% |
| YTD | -20.4% | +1.9% | -22.3% | -21.5% |
| 1Y | -17.0% | +20.9% | -37.9% | -21.3% |
| 3Y | +0.9% | +127.5% | -126.5% | -17.9% |
| All | +9.3% | +144.6% | -135.3% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling