-16.7%
GEHC vs Q
+78.4%
-95.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.2% | -2.5% |
| 7D | -7.6% | +6.6% | -14.2% | -7.9% |
| 30D | -10.7% | -6.6% | -4.1% | -10.5% |
| 3M | -1.2% | -13.2% | +12.0% | -1.5% |
| 6M | -13.7% | +9.9% | -23.7% | -18.1% |
| YTD | -20.4% | +53.9% | -74.4% | -25.5% |
| All | -16.7% | +78.4% | -95.1% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling