+19.2%
GEHC vs QID
-71.4%
+90.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +2.2% |
| 7D | +0.8% | -7.1% | +7.9% | -1.3% |
| 30D | +21.3% | +12.6% | +8.7% | +26.3% |
| 3M | +12.6% | +14.2% | -1.7% | +18.0% |
| 6M | +34.3% | +6.2% | +28.1% | +38.1% |
| YTD | +1.4% | -21.8% | +23.2% | -6.6% |
| 1Y | +12.5% | -23.1% | +35.6% | +3.2% |
| 3Y | +19.2% | -71.3% | +90.5% | -20.7% |
| All | +19.2% | -71.4% | +90.6% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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