+18.4%
GEHC vs IP
+12.9%
+5.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.0% | +1.6% | -1.3% |
| 7D | +9.6% | -5.0% | +14.6% | +11.1% |
| 30D | +29.4% | +6.5% | +22.8% | +27.1% |
| 3M | +19.3% | -18.0% | +37.3% | +25.7% |
| 6M | +37.4% | +10.3% | +27.0% | +31.7% |
| YTD | +2.3% | -9.9% | +12.2% | +3.2% |
| 1Y | +11.0% | -1.1% | +12.0% | +8.7% |
| All | +18.4% | +12.9% | +5.5% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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