+38.2%
GEHC vs REPL
-22.0%
+60.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.0% | -9.6% | -1.7% |
| 7D | +7.6% | +22.8% | -15.2% | +7.5% |
| 30D | +27.5% | +63.8% | -36.3% | +27.3% |
| 3M | +17.2% | +68.1% | -50.9% | +17.1% |
| 6M | +33.6% | +528.5% | -494.9% | +32.3% |
| YTD | +0.6% | +122.4% | -121.8% | 0.0% |
| 1Y | +11.3% | +154.4% | -143.1% | +10.4% |
| 3Y | +16.5% | +68.0% | -51.5% | +11.3% |
| All | +38.2% | -22.0% | +60.2% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling