+15.7%
GEHC vs RF
+25.4%
-9.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.5% | +4.9% | +5.6% |
| 7D | +13.2% | +2.3% | +10.9% | +11.9% |
| 30D | +30.6% | +7.2% | +23.4% | +26.0% |
| 3M | +22.2% | -8.2% | +30.4% | +27.8% |
| 6M | +40.8% | +7.0% | +33.8% | +34.2% |
| YTD | +4.8% | +10.3% | -5.5% | -4.5% |
| 1Y | +15.7% | +25.1% | -9.3% | -3.9% |
| All | +15.7% | +25.4% | -9.7% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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