+40.3%
GEHC vs URA
+94.7%
-54.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | +1.1% |
| 7D | +3.7% | +0.3% | +3.4% | +3.6% |
| 30D | +27.3% | -14.8% | +42.1% | +30.5% |
| 3M | +14.7% | -25.3% | +40.1% | +19.9% |
| 6M | +31.9% | -39.9% | +71.9% | +43.1% |
| YTD | +2.2% | -22.4% | +24.6% | +3.3% |
| 1Y | +14.1% | -29.0% | +43.0% | +17.3% |
| 3Y | +21.0% | +41.0% | -20.0% | -2.0% |
| All | +40.3% | +94.7% | -54.3% | +8.1% |
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