-12.1%
GEHC vs IRE
-82.8%
+70.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.2% | -13.3% | -3.1% |
| 7D | -5.2% | +58.9% | -64.1% | -5.4% |
| 30D | -7.0% | +17.2% | -24.1% | -7.1% |
| 3M | +3.3% | -58.6% | +61.9% | +5.6% |
| 6M | -10.0% | -23.5% | +13.5% | -10.2% |
| YTD | -18.5% | -47.4% | +29.0% | -19.9% |
| All | -12.1% | -82.8% | +70.8% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling