+9.3%
GEHC vs NTR
+21.0%
-11.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.4% |
| 7D | -7.6% | +0.5% | -8.2% | -7.7% |
| 30D | -10.7% | +21.7% | -32.4% | -12.7% |
| 3M | -1.2% | +22.8% | -24.0% | -3.6% |
| 6M | -13.7% | +8.2% | -22.0% | -15.0% |
| YTD | -20.4% | +32.9% | -53.4% | -24.8% |
| 1Y | -17.0% | +45.3% | -62.4% | -23.2% |
| 3Y | +0.9% | +41.7% | -40.7% | -8.8% |
| All | +9.3% | +21.0% | -11.8% | 0.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling