+9.3%
GEHC vs QID
-85.3%
+94.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.2% |
| 7D | -7.6% | -1.9% | -5.7% | -8.2% |
| 30D | -10.7% | +1.7% | -12.4% | -10.1% |
| 3M | -1.2% | -3.9% | +2.7% | -2.2% |
| 6M | -13.7% | -30.0% | +16.2% | -23.7% |
| YTD | -20.4% | -28.2% | +7.8% | -28.7% |
| 1Y | -17.0% | -35.6% | +18.6% | -28.0% |
| 3Y | +0.9% | -74.3% | +75.2% | -32.3% |
| All | +9.3% | -85.3% | +94.6% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling