+12.0%
GEHC vs W
+153.0%
-141.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.6% | -3.1% |
| 7D | -5.2% | +6.5% | -11.7% | -6.0% |
| 30D | -7.0% | -6.2% | -0.7% | -6.2% |
| 3M | +3.3% | +48.9% | -45.6% | -3.7% |
| 6M | -10.0% | +31.2% | -41.2% | -15.0% |
| YTD | -18.5% | -0.4% | -18.0% | -20.6% |
| 1Y | -14.4% | +14.8% | -29.2% | -19.0% |
| 3Y | +3.4% | +40.5% | -37.1% | -12.8% |
| All | +12.0% | +153.0% | -141.1% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling