-17.3%
GEHC vs USAR
+74.5%
-91.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.0% |
| 7D | -5.2% | +2.3% | -7.5% | -5.2% |
| 30D | -7.0% | -8.6% | +1.7% | -7.0% |
| 3M | +3.3% | -20.5% | +23.8% | +3.4% |
| 6M | -10.0% | +1.2% | -11.2% | -9.9% |
| YTD | -18.5% | +48.4% | -66.9% | -18.1% |
| 1Y | -14.4% | +30.6% | -45.0% | -14.1% |
| 3Y | +3.4% | +73.6% | -70.2% | +8.2% |
| All | -17.3% | +74.5% | -91.8% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling