+40.5%
GEHC vs PR
+175.0%
-134.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.9% | +2.5% | -1.6% |
| 7D | +9.6% | -16.5% | +26.1% | +12.7% |
| 30D | +29.4% | -4.5% | +33.9% | +29.8% |
| 3M | +19.3% | +8.5% | +10.8% | +16.6% |
| 6M | +37.4% | -3.3% | +40.7% | +36.8% |
| YTD | +2.3% | +55.7% | -53.4% | -9.2% |
| 1Y | +11.0% | +82.0% | -71.1% | -5.2% |
| 3Y | +17.6% | +62.5% | -44.8% | +0.4% |
| All | +40.5% | +175.0% | -134.5% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling