+12.0%
GEHC vs ITW
+32.7%
-20.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.7% |
| 7D | -5.2% | -0.4% | -4.7% | -4.9% |
| 30D | -7.0% | -9.4% | +2.5% | -0.4% |
| 3M | +3.3% | +7.1% | -3.8% | -2.1% |
| 6M | -10.0% | -1.9% | -8.1% | -9.3% |
| YTD | -18.5% | +10.4% | -28.9% | -24.7% |
| 1Y | -14.4% | +3.3% | -17.7% | -17.2% |
| 3Y | +3.4% | +21.0% | -17.6% | -9.2% |
| All | +12.0% | +32.7% | -20.7% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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