+9.4%
GEHC vs USAR
-54.5%
+63.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.4% | -0.9% |
| 7D | -2.3% | +8.8% | -11.0% | -2.3% |
| 30D | +19.0% | -28.5% | +47.5% | +19.2% |
| 3M | +13.3% | -56.2% | +69.5% | +13.9% |
| 6M | +31.5% | -68.4% | +99.9% | +33.2% |
| YTD | 0.0% | -32.2% | +32.2% | -1.0% |
| 1Y | +9.4% | -52.3% | +61.7% | +8.4% |
| All | +9.4% | -54.5% | +63.8% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling