+16.5%
GEHC vs PR
+64.2%
-47.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.6% | -2.0% |
| 7D | +7.6% | -16.4% | +24.0% | +11.1% |
| 30D | +27.5% | -1.9% | +29.4% | +27.2% |
| 3M | +17.2% | +8.0% | +9.3% | +14.2% |
| 6M | +33.6% | +4.1% | +29.5% | +30.6% |
| YTD | +0.6% | +58.7% | -58.1% | -14.5% |
| 1Y | +11.3% | +75.8% | -64.5% | -8.7% |
| 3Y | +16.5% | +73.2% | -56.7% | -9.1% |
| All | +16.5% | +64.2% | -47.7% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling