+12.0%
GEHC vs IEF
+6.1%
+5.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -5.2% | +0.1% | -5.2% | -5.2% |
| 30D | -7.0% | -0.7% | -6.2% | -6.6% |
| 3M | +3.3% | -0.4% | +3.7% | +3.5% |
| 6M | -10.0% | -2.5% | -7.5% | -9.0% |
| YTD | -18.5% | -1.6% | -16.9% | -17.7% |
| 1Y | -14.4% | -1.3% | -13.1% | -13.7% |
| 3Y | +3.4% | +10.1% | -6.7% | +1.0% |
| All | +12.0% | +6.1% | +5.8% | +7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling