+37.4%
GEHC vs RF
+4.6%
+32.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.5% |
| 7D | +9.6% | -1.6% | +11.2% | +10.4% |
| 30D | +29.4% | +5.0% | +24.3% | +27.0% |
| 3M | +19.3% | -10.0% | +29.3% | +25.0% |
| 6M | +37.4% | +3.3% | +34.0% | +33.1% |
| All | +37.4% | +4.6% | +32.8% | +33.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling