+12.0%
GEHC vs ITOT
+101.8%
-89.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.5% | -2.4% |
| 7D | -5.2% | +0.7% | -5.8% | -5.8% |
| 30D | -7.0% | -1.1% | -5.9% | -5.8% |
| 3M | +3.3% | +3.9% | -0.6% | -1.4% |
| 6M | -10.0% | +14.7% | -24.7% | -23.4% |
| YTD | -18.5% | +13.3% | -31.8% | -29.7% |
| 1Y | -14.4% | +19.1% | -33.6% | -30.2% |
| 3Y | +3.4% | +77.3% | -73.9% | -44.9% |
| All | +12.0% | +101.8% | -89.8% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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