+12.0%
GEHC vs IWD
+78.0%
-66.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -1.9% |
| 7D | -5.2% | -0.2% | -5.0% | -5.0% |
| 30D | -7.0% | -0.8% | -6.2% | -5.9% |
| 3M | +3.3% | +8.0% | -4.7% | -7.0% |
| 6M | -10.0% | +18.2% | -28.2% | -28.3% |
| YTD | -18.5% | +22.3% | -40.8% | -37.9% |
| 1Y | -14.4% | +28.9% | -43.3% | -39.1% |
| 3Y | +3.4% | +71.5% | -68.1% | -46.4% |
| All | +12.0% | +78.0% | -66.0% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling