+12.0%
GEHC vs URA
+178.9%
-167.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.2% | -3.6% |
| 7D | -5.2% | +8.1% | -13.3% | -6.5% |
| 30D | -7.0% | +5.8% | -12.7% | -8.0% |
| 3M | +3.3% | +3.4% | -0.1% | +2.4% |
| 6M | -10.0% | -2.6% | -7.4% | -10.3% |
| YTD | -18.5% | +11.2% | -29.6% | -22.1% |
| 1Y | -14.4% | +19.8% | -34.2% | -20.9% |
| 3Y | +3.4% | +121.5% | -118.0% | -22.4% |
| All | +12.0% | +178.9% | -167.0% | -18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling