+39.3%
GEHC vs W
+183.3%
-144.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | +0.8% | +0.2% | +0.6% | +0.7% |
| 30D | +21.3% | +6.8% | +14.5% | +20.1% |
| 3M | +12.6% | +10.7% | +1.9% | +10.7% |
| 6M | +34.3% | +86.3% | -52.1% | +20.9% |
| YTD | +1.4% | +11.5% | -10.0% | -2.9% |
| 1Y | +12.5% | +5.1% | +7.4% | +8.4% |
| 3Y | +19.2% | +171.0% | -151.8% | -4.9% |
| All | +39.3% | +183.3% | -144.0% | +0.2% |
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