+18.6%
GEHC vs RF
+118.1%
-99.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.2% |
| 7D | -3.7% | -1.3% | -2.4% | -3.1% |
| 30D | +22.0% | +4.6% | +17.4% | +19.5% |
| 3M | +13.6% | -8.4% | +22.1% | +18.2% |
| 6M | +34.0% | +8.9% | +25.2% | +28.3% |
| YTD | +0.9% | +8.8% | -7.9% | -3.7% |
| 1Y | +12.7% | +18.9% | -6.2% | +3.3% |
| All | +18.6% | +118.1% | -99.5% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling