+15.7%
GEHC vs REPL
+125.1%
-109.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.2% | +6.2% | +6.4% |
| 7D | +13.2% | +28.8% | -15.7% | +13.4% |
| 30D | +30.6% | +57.3% | -26.7% | +31.1% |
| 3M | +22.2% | +73.6% | -51.4% | +22.9% |
| 6M | +40.8% | +582.8% | -542.0% | +42.8% |
| YTD | +4.8% | +112.9% | -108.0% | +6.6% |
| 1Y | +15.7% | +130.7% | -114.9% | +13.9% |
| All | +15.7% | +125.1% | -109.4% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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