+39.3%
GEHC vs PR
+197.0%
-157.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.2% |
| 7D | +0.8% | +6.0% | -5.2% | -0.2% |
| 30D | +21.3% | -4.2% | +25.5% | +21.8% |
| 3M | +12.6% | +10.0% | +2.6% | +10.0% |
| 6M | +34.3% | +15.6% | +18.7% | +29.5% |
| YTD | +1.4% | +68.2% | -66.8% | -11.1% |
| 1Y | +12.5% | +79.2% | -66.7% | -2.9% |
| 3Y | +19.2% | +94.9% | -75.7% | -0.7% |
| All | +39.3% | +197.0% | -157.7% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling