+7.2%
GEHC vs NTRS
+144.3%
-137.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | -7.2% | +1.4% | -8.5% | -7.6% |
| 30D | -11.6% | -0.7% | -10.9% | -11.4% |
| 3M | -0.8% | +11.3% | -12.2% | -5.2% |
| 6M | -11.9% | +35.5% | -47.4% | -22.0% |
| YTD | -21.9% | +40.6% | -62.5% | -32.1% |
| 1Y | -17.8% | +49.2% | -67.0% | -30.2% |
| 3Y | -3.5% | +167.2% | -170.8% | -32.9% |
| All | +7.2% | +144.3% | -137.1% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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