+9.3%
GEHC vs IT
-50.4%
+59.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.0% |
| 7D | -7.6% | -9.1% | +1.5% | -5.4% |
| 30D | -10.7% | -12.2% | +1.5% | -7.9% |
| 3M | -1.2% | +7.8% | -9.0% | -4.2% |
| 6M | -13.7% | +2.0% | -15.7% | -15.7% |
| YTD | -20.4% | -32.7% | +12.3% | -12.4% |
| 1Y | -17.0% | -31.1% | +14.1% | -9.9% |
| 3Y | +0.9% | -52.1% | +53.0% | +28.1% |
| All | +9.3% | -50.4% | +59.6% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling