+5.4%
GEHC vs Q
+66.4%
-61.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.3% | -8.0% | -1.8% |
| 7D | +7.6% | +0.3% | +7.3% | +7.6% |
| 30D | +27.5% | -9.8% | +37.3% | +27.8% |
| 3M | +17.2% | -12.2% | +29.4% | +17.6% |
| 6M | +33.6% | -21.6% | +55.2% | +33.5% |
| YTD | +0.6% | +43.6% | -42.9% | -5.6% |
| 1Y | +11.3% | +25.7% | -14.4% | +4.0% |
| All | +5.4% | +66.4% | -61.0% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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