+3.4%
GEHC vs IT
-51.4%
+54.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.4% | +4.4% | -1.2% |
| 7D | -5.2% | -9.1% | +4.0% | -3.0% |
| 30D | -7.0% | -7.0% | 0.0% | -5.5% |
| 3M | +3.3% | +7.6% | -4.3% | +0.2% |
| 6M | -10.0% | +2.1% | -12.1% | -12.0% |
| YTD | -18.5% | -31.6% | +13.1% | -10.6% |
| 1Y | -14.4% | -29.9% | +15.5% | -7.4% |
| 3Y | +3.4% | -51.3% | +54.7% | +33.6% |
| All | +3.4% | -51.4% | +54.8% | +33.6% |
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 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