+12.0%
GEHC vs URI
+192.9%
-180.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.6% | -3.2% |
| 7D | -5.2% | +2.5% | -7.7% | -5.8% |
| 30D | -7.0% | -12.5% | +5.6% | -3.7% |
| 3M | +3.3% | -6.2% | +9.5% | +4.4% |
| 6M | -10.0% | +25.9% | -35.9% | -17.5% |
| YTD | -18.5% | +26.2% | -44.7% | -25.9% |
| 1Y | -14.4% | +5.5% | -19.9% | -17.8% |
| 3Y | +3.4% | +125.0% | -121.5% | -21.6% |
| All | +12.0% | +192.9% | -180.9% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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