+15.7%
GEHC vs QS
-71.4%
+87.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +7.5% | -1.1% | +5.9% |
| 7D | +13.2% | +4.5% | +8.7% | +12.9% |
| 30D | +30.6% | -4.1% | +34.7% | +30.6% |
| 3M | +22.2% | -22.1% | +44.3% | +23.2% |
| 6M | +40.8% | -38.4% | +79.2% | +42.6% |
| YTD | +4.8% | -57.5% | +62.3% | +8.6% |
| 1Y | +15.7% | -71.3% | +87.0% | +23.3% |
| All | +15.7% | -71.4% | +87.1% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling