+16.5%
GEHC vs IR
+27.4%
-10.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.3% |
| 7D | +7.6% | +3.7% | +3.9% | +5.7% |
| 30D | +27.5% | +7.4% | +20.0% | +22.7% |
| 3M | +17.2% | -5.9% | +23.2% | +20.3% |
| 6M | +33.6% | +5.6% | +28.0% | +28.4% |
| YTD | +0.6% | +4.8% | -4.2% | -3.6% |
| 1Y | +11.3% | +6.9% | +4.4% | +5.4% |
| 3Y | +16.5% | +27.6% | -11.1% | -15.3% |
| All | +16.5% | +27.4% | -10.9% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling