+14.6%
GEHC vs PR
+66.2%
-51.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +1.8% |
| 7D | +5.6% | -12.4% | +18.0% | +3.7% |
| 30D | +27.9% | -6.6% | +34.5% | +26.3% |
| 3M | +17.1% | +7.5% | +9.6% | +18.0% |
| 6M | +32.5% | +10.8% | +21.8% | +34.0% |
| YTD | +2.7% | +57.0% | -54.4% | -3.1% |
| All | +14.6% | +66.2% | -51.6% | +7.7% |
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