+8.5%
GEHC vs IRE
-97.2%
+105.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +39.6% | -41.2% | -1.7% |
| 7D | +7.6% | -27.2% | +34.8% | +7.6% |
| 30D | +27.5% | -75.1% | +102.6% | +28.1% |
| 3M | +17.2% | -77.9% | +95.1% | +17.7% |
| 6M | +33.6% | -94.6% | +128.2% | +37.2% |
| YTD | +0.6% | -91.5% | +92.2% | -0.4% |
| 1Y | +11.3% | -97.8% | +109.1% | +14.1% |
| All | +8.5% | -97.2% | +105.8% | +9.1% |
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