+9.3%
GEHC vs NI
+69.8%
-60.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | -7.6% | +1.3% | -8.9% | -8.0% |
| 30D | -10.7% | -0.3% | -10.4% | -10.6% |
| 3M | -1.2% | -9.5% | +8.2% | +2.0% |
| 6M | -13.7% | -10.2% | -3.5% | -10.7% |
| YTD | -20.4% | +1.8% | -22.2% | -21.4% |
| 1Y | -17.0% | +5.7% | -22.7% | -19.4% |
| 3Y | +0.9% | +69.6% | -68.7% | -14.7% |
| All | +9.3% | +69.8% | -60.5% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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