+38.2%
GEHC vs RF
+59.8%
-21.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.5% |
| 7D | +7.6% | -0.9% | +8.5% | +8.0% |
| 30D | +27.5% | +6.0% | +21.4% | +24.7% |
| 3M | +17.2% | -8.9% | +26.1% | +21.3% |
| 6M | +33.6% | +2.3% | +31.3% | +32.1% |
| YTD | +0.6% | +7.6% | -6.9% | -2.5% |
| 1Y | +11.3% | +21.2% | -9.9% | +3.2% |
| 3Y | +16.5% | +108.5% | -92.0% | -8.4% |
| All | +38.2% | +59.8% | -21.6% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling