+38.2%
GEHC vs MOD
+369.2%
-331.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.7% | -7.3% | -2.1% |
| 7D | +7.6% | -25.5% | +33.1% | +9.9% |
| 30D | +27.5% | -49.0% | +76.5% | +34.9% |
| 3M | +17.2% | -49.8% | +67.1% | +23.8% |
| 6M | +33.6% | -64.8% | +98.4% | +45.3% |
| YTD | +0.6% | -27.6% | +28.3% | -1.7% |
| 1Y | +11.3% | -35.2% | +46.5% | +9.8% |
| 3Y | +16.5% | +137.1% | -120.6% | -7.7% |
| All | +38.2% | +369.2% | -331.0% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling