+11.3%
GEHC vs PR
+80.1%
-68.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.6% | -1.3% |
| 7D | +7.6% | -16.4% | +24.0% | +4.9% |
| 30D | +27.5% | -1.9% | +29.4% | +26.7% |
| 3M | +17.2% | +8.0% | +9.3% | +18.2% |
| 6M | +33.6% | +4.1% | +29.5% | +33.9% |
| YTD | +0.6% | +58.7% | -58.1% | -3.6% |
| 1Y | +11.3% | +75.8% | -64.5% | +10.6% |
| All | +11.3% | +80.1% | -68.8% | +10.6% |
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 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