+7.7%
GEHC vs NTRS
+141.7%
-134.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.9% |
| 7D | -7.9% | +0.3% | -8.2% | -8.0% |
| 30D | -11.7% | +0.2% | -11.9% | -11.8% |
| 3M | +0.8% | +13.2% | -12.4% | -4.3% |
| 6M | -11.6% | +36.9% | -48.5% | -22.1% |
| YTD | -21.6% | +39.1% | -60.7% | -31.5% |
| 1Y | -15.3% | +50.4% | -65.7% | -28.2% |
| 3Y | -0.5% | +166.8% | -167.3% | -30.7% |
| All | +7.7% | +141.7% | -134.0% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling