-14.6%
GEHC vs Q
+75.3%
-90.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.4% | -3.1% |
| 7D | -5.2% | +6.7% | -11.9% | -5.4% |
| 30D | -7.0% | -10.6% | +3.6% | -6.6% |
| 3M | +3.3% | -14.6% | +17.9% | +3.0% |
| 6M | -10.0% | +12.1% | -22.1% | -14.8% |
| YTD | -18.5% | +51.3% | -69.7% | -23.6% |
| All | -14.6% | +75.3% | -90.0% | -20.3% |
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