+15.5%
GEHC vs REPL
-45.8%
+61.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.2% |
| 7D | -4.0% | -3.0% | -1.0% | -4.0% |
| 30D | -2.0% | +27.1% | -29.1% | -2.0% |
| 3M | +8.0% | +52.4% | -44.4% | +8.2% |
| 6M | -12.8% | +107.4% | -120.2% | -13.4% |
| YTD | -15.9% | +54.7% | -70.7% | -16.4% |
| 1Y | -6.9% | +158.9% | -165.8% | -8.3% |
| 3Y | 0.0% | -23.7% | +23.7% | -1.3% |
| All | +15.5% | -45.8% | +61.2% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling