+37.3%
GEHC vs PR
+193.4%
-156.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.2% |
| 7D | -2.3% | +6.7% | -9.0% | -3.3% |
| 30D | +19.0% | -6.1% | +25.2% | +19.9% |
| 3M | +13.3% | +6.9% | +6.4% | +11.3% |
| 6M | +31.5% | +14.6% | +16.9% | +27.0% |
| YTD | 0.0% | +66.1% | -66.2% | -12.2% |
| 1Y | +9.4% | +77.0% | -67.7% | -5.4% |
| 3Y | +18.3% | +93.8% | -75.5% | -1.3% |
| All | +37.3% | +193.4% | -156.1% | +5.2% |
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