+39.3%
GEHC vs RACE
+89.7%
-50.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +1.0% |
| 7D | +0.8% | -1.2% | +2.0% | +1.2% |
| 30D | +21.3% | +6.1% | +15.2% | +19.1% |
| 3M | +12.6% | -0.3% | +12.9% | +12.6% |
| 6M | +34.3% | +23.4% | +10.9% | +24.8% |
| YTD | +1.4% | +12.5% | -11.1% | -3.3% |
| 1Y | +12.5% | -0.5% | +12.9% | +11.2% |
| 3Y | +19.2% | +23.6% | -4.4% | +4.3% |
| All | +39.3% | +89.7% | -50.4% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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