+12.0%
GEHC vs IJR
+58.1%
-46.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.4% |
| 7D | -5.2% | +0.9% | -6.1% | -5.9% |
| 30D | -7.0% | -3.1% | -3.8% | -4.6% |
| 3M | +3.3% | +4.4% | -1.1% | -0.4% |
| 6M | -10.0% | +16.1% | -26.1% | -20.1% |
| YTD | -18.5% | +20.6% | -39.1% | -29.8% |
| 1Y | -14.4% | +22.9% | -37.3% | -27.3% |
| 3Y | +3.4% | +55.2% | -51.8% | -26.5% |
| All | +12.0% | +58.1% | -46.1% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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