+15.7%
GEHC vs URA
-32.2%
+47.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.1% | +7.4% | +6.4% |
| 7D | +13.2% | -10.5% | +23.7% | +13.8% |
| 30D | +30.6% | -18.6% | +49.2% | +32.1% |
| 3M | +22.2% | -23.0% | +45.2% | +23.9% |
| 6M | +40.8% | -40.3% | +81.1% | +46.9% |
| YTD | +4.8% | -23.5% | +28.3% | +3.7% |
| 1Y | +15.7% | -31.1% | +46.8% | +16.8% |
| All | +15.7% | -32.2% | +47.9% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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