-3.5%
GEHC vs IJH
+49.7%
-53.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.2% |
| 7D | -7.2% | -1.9% | -5.3% | -5.4% |
| 30D | -11.6% | -4.6% | -6.9% | -7.4% |
| 3M | -0.8% | -1.2% | +0.3% | -0.2% |
| 6M | -11.9% | +9.4% | -21.3% | -20.0% |
| YTD | -21.9% | +13.3% | -35.3% | -31.7% |
| 1Y | -17.8% | +13.4% | -31.2% | -28.1% |
| 3Y | -3.5% | +50.4% | -54.0% | -36.7% |
| All | -3.5% | +49.7% | -53.3% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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