+9.4%
GEHC vs PR
+76.2%
-66.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -0.6% |
| 7D | -2.3% | +6.7% | -9.0% | -1.3% |
| 30D | +19.0% | -6.1% | +25.2% | +18.0% |
| 3M | +13.3% | +6.9% | +6.4% | +14.2% |
| 6M | +31.5% | +14.6% | +16.9% | +33.5% |
| YTD | 0.0% | +66.1% | -66.2% | -6.0% |
| 1Y | +9.4% | +77.0% | -67.7% | +2.4% |
| All | +9.4% | +76.2% | -66.9% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling