+7.2%
GEHC vs NWSA
+65.7%
-58.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -7.2% | -2.8% | -4.4% | -6.0% |
| 30D | -11.6% | +3.0% | -14.6% | -12.7% |
| 3M | -0.8% | +12.3% | -13.2% | -5.9% |
| 6M | -11.9% | +21.9% | -33.8% | -19.5% |
| YTD | -21.9% | +13.6% | -35.5% | -26.7% |
| 1Y | -17.8% | +0.5% | -18.3% | -18.6% |
| 3Y | -3.5% | +43.8% | -47.3% | -15.5% |
| All | +7.2% | +65.7% | -58.5% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling