+14.6%
GEHC vs MOD
-33.9%
+48.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.9% | -7.9% | +2.1% |
| 7D | +5.6% | -13.9% | +19.6% | +5.3% |
| 30D | +27.9% | -41.5% | +69.4% | +28.0% |
| 3M | +17.1% | -45.7% | +62.9% | +17.3% |
| 6M | +32.5% | -61.1% | +93.7% | +34.9% |
| YTD | +2.7% | -20.5% | +23.1% | -4.0% |
| All | +14.6% | -33.9% | +48.5% | +10.4% |
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