+15.5%
GEHC vs IT
-45.5%
+60.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.1% |
| 7D | -4.0% | -6.0% | +2.0% | -2.5% |
| 30D | -2.0% | 0.0% | -2.0% | -2.2% |
| 3M | +8.0% | +13.1% | -5.1% | +3.4% |
| 6M | -12.8% | +11.7% | -24.5% | -16.7% |
| YTD | -15.9% | -26.1% | +10.2% | -9.6% |
| 1Y | -6.9% | -21.3% | +14.3% | -2.7% |
| 3Y | 0.0% | -46.7% | +46.7% | +23.4% |
| All | +15.5% | -45.5% | +60.9% | +37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling