+37.3%
GEHC vs USFR
+19.3%
+18.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.3% | +0.1% | -2.3% | -2.1% |
| 30D | +19.0% | +0.4% | +18.7% | +20.7% |
| 3M | +13.3% | +1.0% | +12.3% | +17.6% |
| 6M | +31.5% | +2.0% | +29.5% | +41.0% |
| YTD | 0.0% | +3.4% | -3.5% | +12.3% |
| 1Y | +9.4% | +4.1% | +5.3% | +25.2% |
| 3Y | +18.3% | +14.4% | +3.9% | +100.3% |
| All | +37.3% | +19.3% | +18.0% | +158.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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