+37.3%
GEHC vs IRM
+140.3%
-103.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.5% |
| 7D | -2.3% | +8.6% | -10.9% | -4.7% |
| 30D | +19.0% | 0.0% | +19.1% | +18.7% |
| 3M | +13.3% | -7.1% | +20.4% | +15.3% |
| 6M | +31.5% | -7.9% | +39.4% | +33.4% |
| YTD | 0.0% | +41.3% | -41.3% | -15.1% |
| 1Y | +9.4% | +20.7% | -11.4% | -1.1% |
| 3Y | +18.3% | +112.2% | -93.8% | -24.8% |
| All | +37.3% | +140.3% | -103.1% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling