+3.4%
GEHC vs IAU
+125.1%
-121.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.7% |
| 7D | -5.2% | +0.7% | -5.9% | -5.3% |
| 30D | -7.0% | +0.3% | -7.3% | -7.0% |
| 3M | +3.3% | +0.7% | +2.6% | +3.3% |
| 6M | -10.0% | -15.5% | +5.5% | -7.3% |
| YTD | -18.5% | +1.0% | -19.4% | -19.8% |
| 1Y | -14.4% | +19.6% | -34.0% | -19.8% |
| 3Y | +3.4% | +125.4% | -122.0% | -22.6% |
| All | +3.4% | +125.1% | -121.7% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling