+15.7%
GEHC vs IRM
+19.5%
-3.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.7% | +4.7% | +6.3% |
| 7D | +13.2% | +2.6% | +10.6% | +13.1% |
| 30D | +30.6% | +5.6% | +25.0% | +30.4% |
| 3M | +22.2% | -4.7% | +26.9% | +22.3% |
| 6M | +40.8% | -6.1% | +46.9% | +41.0% |
| YTD | +4.8% | +46.3% | -41.5% | +0.4% |
| 1Y | +15.7% | +18.7% | -3.0% | +13.7% |
| All | +15.7% | +19.5% | -3.7% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling