+37.3%
GEHC vs IT
-44.2%
+81.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -2.3% | -3.7% | +1.4% | -1.4% |
| 30D | +19.0% | -3.1% | +22.1% | +19.3% |
| 3M | +13.3% | +6.3% | +6.9% | +10.3% |
| 6M | +31.5% | +24.8% | +6.8% | +21.3% |
| YTD | 0.0% | -24.4% | +24.3% | +5.9% |
| 1Y | +9.4% | -17.1% | +26.4% | +12.2% |
| 3Y | +18.3% | -53.6% | +72.0% | +51.4% |
| All | +37.3% | -44.2% | +81.5% | +61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling