+9.3%
GEHC vs USFR
+18.4%
-9.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -7.6% | +0.1% | -7.7% | -7.4% |
| 30D | -10.7% | +0.3% | -10.9% | -9.7% |
| 3M | -1.2% | +1.0% | -2.2% | +2.1% |
| 6M | -13.7% | +1.9% | -15.7% | -7.9% |
| YTD | -20.4% | +2.7% | -23.1% | -13.1% |
| 1Y | -17.0% | +4.0% | -21.0% | -5.7% |
| 3Y | +0.9% | +14.0% | -13.1% | +69.1% |
| All | +9.3% | +18.4% | -9.1% | +100.3% |
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