+7.7%
GEHC vs IEF
+5.0%
+2.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | -7.9% | -1.2% | -6.7% | -7.3% |
| 30D | -11.7% | -1.5% | -10.2% | -11.0% |
| 3M | +0.8% | -1.7% | +2.5% | +1.7% |
| 6M | -11.6% | -3.5% | -8.1% | -10.1% |
| YTD | -21.6% | -2.6% | -18.9% | -20.4% |
| 1Y | -15.3% | -2.4% | -12.9% | -14.1% |
| 3Y | -0.5% | +8.9% | -9.4% | -2.4% |
| All | +7.7% | +5.0% | +2.7% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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