+39.3%
GEHC vs QS
-44.1%
+83.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.2% | +6.6% | +1.9% |
| 7D | +0.8% | -14.0% | +14.8% | +2.1% |
| 30D | +21.3% | -6.4% | +27.7% | +21.9% |
| 3M | +12.6% | -40.3% | +52.8% | +17.4% |
| 6M | +34.3% | -57.5% | +91.8% | +43.3% |
| YTD | +1.4% | -64.7% | +66.1% | +9.4% |
| 1Y | +12.5% | -72.9% | +85.3% | +24.1% |
| 3Y | +19.2% | -33.5% | +52.7% | +10.0% |
| All | +39.3% | -44.1% | +83.3% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling