+11.3%
GEHC vs RF
+21.0%
-9.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.5% |
| 7D | +7.6% | -0.9% | +8.5% | +8.2% |
| 30D | +27.5% | +6.0% | +21.4% | +23.8% |
| 3M | +17.2% | -8.9% | +26.1% | +23.0% |
| 6M | +33.6% | +2.3% | +31.3% | +30.6% |
| YTD | +0.6% | +7.6% | -6.9% | -7.0% |
| 1Y | +11.3% | +21.2% | -9.9% | -4.3% |
| All | +11.3% | +21.0% | -9.7% | -4.3% |
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