+15.7%
GEHC vs NTR
+36.7%
-21.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.0% | +2.4% | +6.7% |
| 7D | +13.2% | +4.3% | +8.8% | +13.6% |
| 30D | +30.6% | +2.6% | +28.0% | +30.8% |
| 3M | +22.2% | +8.5% | +13.7% | +23.5% |
| 6M | +40.8% | -3.3% | +44.2% | +40.0% |
| YTD | +4.8% | +19.6% | -14.8% | +4.5% |
| 1Y | +15.7% | +37.6% | -21.9% | +14.2% |
| All | +15.7% | +36.7% | -21.0% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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