+15.5%
GEHC vs RF
+71.7%
-56.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -4.0% | +1.3% | -5.3% | -4.5% |
| 30D | -2.0% | -3.6% | +1.6% | -0.7% |
| 3M | +8.0% | +8.1% | -0.1% | +4.7% |
| 6M | -12.8% | +11.5% | -24.2% | -16.5% |
| YTD | -15.9% | +15.6% | -31.5% | -20.8% |
| 1Y | -6.9% | +15.7% | -22.6% | -12.5% |
| 3Y | 0.0% | +86.9% | -86.9% | -20.9% |
| All | +15.5% | +71.7% | -56.2% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling