+15.5%
GEHC vs IP
+21.0%
-5.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.8% |
| 7D | -4.0% | -5.3% | +1.3% | -2.6% |
| 30D | -2.0% | -10.9% | +8.9% | +1.0% |
| 3M | +8.0% | +11.2% | -3.2% | +3.9% |
| 6M | -12.8% | -10.2% | -2.5% | -11.3% |
| YTD | -15.9% | -2.0% | -13.9% | -17.0% |
| 1Y | -6.9% | -19.1% | +12.2% | -3.3% |
| 3Y | 0.0% | +20.9% | -20.9% | -4.6% |
| All | +15.5% | +21.0% | -5.5% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling