+7.2%
GEHC vs NTR
+17.6%
-10.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -7.2% | -1.3% | -5.9% | -7.0% |
| 30D | -11.6% | +16.8% | -28.3% | -13.2% |
| 3M | -0.8% | +20.7% | -21.6% | -3.1% |
| 6M | -11.9% | +0.5% | -12.4% | -12.2% |
| YTD | -21.9% | +29.2% | -51.1% | -26.0% |
| 1Y | -17.8% | +39.6% | -57.4% | -23.5% |
| 3Y | -3.5% | +37.9% | -41.4% | -12.6% |
| All | +7.2% | +17.6% | -10.5% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling