+9.3%
GEHC vs IRM
+139.8%
-130.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | -7.6% | +3.0% | -10.7% | -8.5% |
| 30D | -10.7% | -5.2% | -5.4% | -9.3% |
| 3M | -1.2% | -8.0% | +6.8% | +0.7% |
| 6M | -13.7% | +9.2% | -22.9% | -18.0% |
| YTD | -20.4% | +41.0% | -61.4% | -32.1% |
| 1Y | -17.0% | +23.3% | -40.3% | -25.6% |
| 3Y | +0.9% | +102.8% | -101.9% | -34.2% |
| All | +9.3% | +139.8% | -130.6% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling