+7.2%
GEHC vs QS
-19.8%
+26.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.7% |
| 7D | -7.2% | -3.6% | -3.5% | -6.9% |
| 30D | -11.6% | -17.2% | +5.7% | -10.1% |
| 3M | -0.8% | -27.0% | +26.1% | +1.3% |
| 6M | -11.9% | -24.6% | +12.7% | -10.7% |
| YTD | -21.9% | -49.3% | +27.4% | -18.3% |
| 1Y | -17.8% | -40.3% | +22.5% | -17.0% |
| 3Y | -3.5% | -23.8% | +20.3% | -11.6% |
| All | +7.2% | -19.8% | +26.9% | -11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling