-14.7%
GEHC vs USAR
+74.0%
-88.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.2% |
| 7D | -4.0% | -2.1% | -1.9% | -4.0% |
| 30D | -2.0% | +2.6% | -4.6% | -1.9% |
| 3M | +8.0% | -35.0% | +43.0% | +8.1% |
| 6M | -12.8% | -6.9% | -5.9% | -12.7% |
| YTD | -15.9% | +48.0% | -63.9% | -15.6% |
| 1Y | -6.9% | +24.8% | -31.7% | -6.6% |
| 3Y | 0.0% | +73.2% | -73.3% | +4.5% |
| All | -14.7% | +74.0% | -88.7% | -13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling