+38.6%
GEHC vs MOD
+418.1%
-379.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.7% | -1.6% |
| 7D | -3.7% | +8.2% | -12.0% | -4.5% |
| 30D | +22.0% | -38.2% | +60.2% | +26.8% |
| 3M | +13.6% | -46.2% | +59.8% | +19.3% |
| 6M | +34.0% | -62.5% | +96.6% | +45.3% |
| YTD | +0.9% | -20.1% | +21.0% | -2.3% |
| 1Y | +12.7% | -29.7% | +42.4% | +10.6% |
| 3Y | +19.4% | +136.2% | -116.8% | -5.2% |
| All | +38.6% | +418.1% | -379.5% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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