+37.3%
GEHC vs URI
+229.2%
-191.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -2.3% | +9.3% | -11.6% | -4.6% |
| 30D | +19.0% | +7.6% | +11.4% | +16.4% |
| 3M | +13.3% | +1.0% | +12.2% | +12.4% |
| 6M | +31.5% | +19.8% | +11.7% | +23.4% |
| YTD | 0.0% | +41.9% | -41.9% | -12.3% |
| 1Y | +9.4% | +33.4% | -24.0% | -2.2% |
| 3Y | +18.3% | +156.0% | -137.7% | -13.5% |
| All | +37.3% | +229.2% | -191.9% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling