+40.3%
GEHC vs IR
+59.9%
-19.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | +3.7% | +1.5% | +2.2% | +2.9% |
| 30D | +27.3% | +9.0% | +18.3% | +22.0% |
| 3M | +14.7% | -0.9% | +15.6% | +14.8% |
| 6M | +31.9% | +13.4% | +18.5% | +23.0% |
| YTD | +2.2% | +8.5% | -6.3% | -3.2% |
| 1Y | +14.1% | +11.3% | +2.8% | +6.7% |
| 3Y | +21.0% | +26.0% | -5.0% | +6.1% |
| All | +40.3% | +59.9% | -19.6% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling