+10.7%
GEHC vs IRE
-97.3%
+108.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.5% | +2.0% |
| 7D | +5.6% | -15.5% | +21.1% | +5.6% |
| 30D | +27.9% | -70.4% | +98.3% | +28.4% |
| 3M | +17.1% | -81.6% | +98.8% | +17.8% |
| 6M | +32.5% | -94.7% | +127.2% | +36.2% |
| YTD | +2.7% | -91.8% | +94.4% | +1.6% |
| 1Y | +15.3% | -97.6% | +112.8% | +17.5% |
| All | +10.7% | -97.3% | +108.0% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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