-14.4%
GEHC vs MOD
+40.7%
-55.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -3.0% |
| 7D | -5.2% | +6.3% | -11.5% | -5.3% |
| 30D | -7.0% | -1.7% | -5.3% | -7.0% |
| 3M | +3.3% | -30.1% | +33.4% | +5.6% |
| 6M | -10.0% | +2.7% | -12.7% | -12.8% |
| YTD | -18.5% | +44.1% | -62.5% | -23.5% |
| 1Y | -14.4% | +38.7% | -53.1% | -17.5% |
| All | -14.4% | +40.7% | -55.1% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling