-3.1%
GEHC vs QSR
+25.0%
-28.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.2% |
| 7D | -7.9% | -4.7% | -3.2% | -6.3% |
| 30D | -11.7% | +4.3% | -16.0% | -13.0% |
| 3M | +0.8% | +5.4% | -4.6% | -1.0% |
| 6M | -11.6% | +8.2% | -19.7% | -14.3% |
| YTD | -21.6% | +14.1% | -35.7% | -25.6% |
| 1Y | -15.3% | +28.1% | -43.4% | -22.8% |
| All | -3.1% | +25.0% | -28.1% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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