+38.2%
GEHC vs WM
+51.6%
-13.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.4% | -1.0% |
| 7D | +7.6% | +1.2% | +6.4% | +7.2% |
| 30D | +27.5% | +13.1% | +14.4% | +22.7% |
| 3M | +17.2% | +3.6% | +13.6% | +15.7% |
| 6M | +33.6% | +8.1% | +25.5% | +30.1% |
| YTD | +0.6% | +8.9% | -8.3% | -2.8% |
| 1Y | +11.3% | +20.3% | -9.0% | +3.8% |
| 3Y | +16.5% | +46.2% | -29.7% | +1.5% |
| All | +38.2% | +51.6% | -13.4% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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