+15.5%
GEHC vs MSCI
+22.5%
-7.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -4.0% | +0.4% | -4.4% | -4.1% |
| 30D | -2.0% | +0.6% | -2.5% | -2.2% |
| 3M | +8.0% | -7.1% | +15.1% | +10.3% |
| 6M | -12.8% | +0.8% | -13.6% | -13.7% |
| YTD | -15.9% | +1.0% | -16.9% | -17.2% |
| 1Y | -6.9% | +4.3% | -11.2% | -9.8% |
| 3Y | 0.0% | +9.9% | -10.0% | -6.2% |
| All | +15.5% | +22.5% | -7.1% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 all: compounded portfolio wealth divided by compounded MSCI 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…
all analysis · Full analysis span regression · 6 months rolling