+39.3%
GEHC vs IR
+58.4%
-19.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | +0.8% | +2.5% | -1.7% | -0.4% |
| 30D | +21.3% | +9.2% | +12.2% | +16.2% |
| 3M | +12.6% | +0.9% | +11.6% | +11.6% |
| 6M | +34.3% | +19.2% | +15.1% | +22.1% |
| YTD | +1.4% | +7.5% | -6.1% | -3.5% |
| 1Y | +12.5% | +11.7% | +0.7% | +5.0% |
| 3Y | +19.2% | +23.9% | -4.7% | +5.2% |
| All | +39.3% | +58.4% | -19.2% | +10.2% |
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