+15.7%
GEHC vs IT
-17.9%
+33.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.5% | +4.9% | +6.2% |
| 7D | +13.2% | -5.5% | +18.6% | +13.9% |
| 30D | +30.6% | +10.3% | +20.3% | +28.1% |
| 3M | +22.2% | +11.5% | +10.7% | +19.2% |
| 6M | +40.8% | +40.3% | +0.6% | +31.3% |
| YTD | +4.8% | -17.9% | +22.7% | +8.8% |
| 1Y | +15.7% | -8.8% | +24.5% | +16.6% |
| All | +15.7% | -17.9% | +33.6% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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