+19.2%
GEHC vs IWD
+85.1%
-65.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.1% |
| 7D | +0.8% | +2.3% | -1.5% | -2.5% |
| 30D | +21.3% | +3.6% | +17.7% | +15.3% |
| 3M | +12.6% | +2.2% | +10.4% | +9.2% |
| 6M | +34.3% | +13.0% | +21.3% | +11.8% |
| YTD | +1.4% | +26.5% | -25.1% | -28.8% |
| 1Y | +12.5% | +30.1% | -17.7% | -24.2% |
| 3Y | +19.2% | +84.9% | -65.7% | -54.7% |
| All | +19.2% | +85.1% | -65.9% | -54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling