-17.0%
GEHC vs S
+5.0%
-22.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -7.6% | -1.2% | -6.4% | -7.5% |
| 30D | -10.7% | -12.6% | +1.9% | -9.7% |
| 3M | -1.2% | +27.6% | -28.8% | -4.1% |
| 6M | -13.7% | +35.5% | -49.2% | -17.2% |
| YTD | -20.4% | +29.6% | -50.0% | -23.6% |
| 1Y | -17.0% | +8.1% | -25.2% | -18.7% |
| All | -17.0% | +5.0% | -22.1% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling