+7.2%
GEHC vs IJH
+59.0%
-51.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.2% |
| 7D | -7.2% | -1.9% | -5.3% | -5.5% |
| 30D | -11.6% | -4.6% | -6.9% | -7.7% |
| 3M | -0.8% | -1.2% | +0.3% | -0.2% |
| 6M | -11.9% | +9.4% | -21.3% | -19.3% |
| YTD | -21.9% | +13.3% | -35.3% | -30.9% |
| 1Y | -17.8% | +13.4% | -31.2% | -27.3% |
| 3Y | -3.5% | +50.4% | -54.0% | -33.0% |
| All | +7.2% | +59.0% | -51.8% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling