+12.5%
GEHC vs REPL
+144.6%
-132.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.4% |
| 7D | +0.8% | +1.2% | -0.5% | +0.8% |
| 30D | +21.3% | +92.2% | -70.9% | +22.0% |
| 3M | +12.6% | +44.1% | -31.5% | +12.8% |
| 6M | +34.3% | +313.0% | -278.7% | +36.7% |
| YTD | +1.4% | +125.2% | -123.8% | +3.7% |
| 1Y | +12.5% | +143.8% | -131.3% | +13.2% |
| All | +12.5% | +144.6% | -132.1% | +13.2% |
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