+38.6%
GEHC vs PR
+187.6%
-149.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.0% | -1.7% |
| 7D | -3.7% | -0.5% | -3.3% | -3.7% |
| 30D | +22.0% | -4.6% | +26.6% | +22.5% |
| 3M | +13.6% | +4.7% | +8.9% | +11.9% |
| 6M | +34.0% | +12.4% | +21.6% | +29.8% |
| YTD | +0.9% | +62.9% | -61.9% | -11.1% |
| 1Y | +12.7% | +70.6% | -57.8% | -1.8% |
| 3Y | +19.4% | +90.0% | -70.6% | 0.0% |
| All | +38.6% | +187.6% | -149.0% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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