+19.2%
GEHC vs IT
-53.3%
+72.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.3% |
| 7D | +0.8% | +1.1% | -0.3% | +0.5% |
| 30D | +21.3% | -1.8% | +23.2% | +21.2% |
| 3M | +12.6% | +4.8% | +7.7% | +10.1% |
| 6M | +34.3% | +33.0% | +1.3% | +22.1% |
| YTD | +1.4% | -23.8% | +25.3% | +7.7% |
| 1Y | +12.5% | -16.5% | +29.0% | +15.6% |
| 3Y | +19.2% | -53.6% | +72.9% | +45.8% |
| All | +19.2% | -53.3% | +72.5% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling