-17.8%
GEHC vs INDA
-8.4%
-9.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -1.2% |
| 7D | -7.2% | -2.7% | -4.5% | -5.3% |
| 30D | -11.6% | -2.8% | -8.8% | -9.8% |
| 3M | -0.8% | +1.6% | -2.5% | -2.6% |
| 6M | -11.9% | -1.4% | -10.5% | -11.8% |
| YTD | -21.9% | -10.1% | -11.8% | -18.1% |
| 1Y | -17.8% | -8.8% | -9.1% | -15.5% |
| All | -17.8% | -8.4% | -9.4% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 1y: compounded portfolio wealth divided by compounded INDA 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…
1y analysis · Full analysis span regression · 6 months rolling