+38.2%
GEHC vs URA
+89.9%
-51.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -2.3% |
| 7D | +7.6% | -4.1% | +11.7% | +8.3% |
| 30D | +27.5% | -19.0% | +46.5% | +31.7% |
| 3M | +17.2% | -25.1% | +42.4% | +22.4% |
| 6M | +33.6% | -44.5% | +78.1% | +47.1% |
| YTD | +0.6% | -24.3% | +25.0% | +2.2% |
| 1Y | +11.3% | -28.1% | +39.4% | +13.9% |
| 3Y | +16.5% | +40.7% | -24.2% | -5.8% |
| All | +38.2% | +89.9% | -51.7% | +6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling