+39.3%
GEHC vs S
+51.0%
-11.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +0.8% | +2.0% | -1.2% | +0.5% |
| 30D | +21.3% | -2.7% | +24.0% | +21.4% |
| 3M | +12.6% | -6.9% | +19.5% | +12.7% |
| 6M | +34.3% | +38.1% | -3.8% | +26.0% |
| YTD | +1.4% | +48.0% | -46.6% | -6.4% |
| 1Y | +12.5% | +34.5% | -22.0% | +4.9% |
| 3Y | +19.2% | +38.3% | -19.1% | +9.2% |
| All | +39.3% | +51.0% | -11.8% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling