+12.0%
GEHC vs IR
+39.9%
-27.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.3% |
| 7D | -5.2% | +0.6% | -5.8% | -5.5% |
| 30D | -7.0% | -13.6% | +6.7% | -0.5% |
| 3M | +3.3% | +3.7% | -0.4% | +0.7% |
| 6M | -10.0% | -13.1% | +3.1% | -4.7% |
| YTD | -18.5% | -5.1% | -13.4% | -17.6% |
| 1Y | -14.4% | -6.5% | -7.9% | -13.1% |
| 3Y | +3.4% | +8.5% | -5.1% | -3.0% |
| All | +12.0% | +39.9% | -27.9% | -5.8% |
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