+38.2%
GEHC vs W
+182.8%
-144.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.4% |
| 7D | +7.6% | -3.6% | +11.2% | +8.1% |
| 30D | +27.5% | +7.0% | +20.5% | +26.2% |
| 3M | +17.2% | +7.4% | +9.9% | +15.8% |
| 6M | +33.6% | +69.3% | -35.7% | +21.9% |
| YTD | +0.6% | +11.3% | -10.6% | -3.6% |
| 1Y | +11.3% | +13.2% | -1.9% | +6.0% |
| 3Y | +16.5% | +142.0% | -125.5% | -6.2% |
| All | +38.2% | +182.8% | -144.6% | -0.6% |
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