+40.3%
GEHC vs W
+184.8%
-144.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.3% | +0.1% |
| 7D | +3.7% | +1.1% | +2.6% | +3.5% |
| 30D | +27.3% | +6.4% | +20.9% | +26.1% |
| 3M | +14.7% | +9.0% | +5.8% | +13.1% |
| 6M | +31.9% | +69.8% | -37.9% | +20.4% |
| YTD | +2.2% | +12.1% | -9.9% | -2.2% |
| 1Y | +14.1% | 0.0% | +14.1% | +10.7% |
| 3Y | +21.0% | +160.3% | -139.4% | -3.2% |
| All | +40.3% | +184.8% | -144.5% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling