+37.3%
GEHC vs WPM
+251.7%
-214.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.5% |
| 7D | -2.3% | -0.5% | -1.8% | -2.2% |
| 30D | +19.0% | -3.1% | +22.1% | +19.2% |
| 3M | +13.3% | -2.2% | +15.4% | +13.0% |
| 6M | +31.5% | -7.4% | +38.9% | +32.1% |
| YTD | 0.0% | +12.6% | -12.7% | -3.7% |
| 1Y | +9.4% | +22.8% | -13.5% | +3.7% |
| 3Y | +18.3% | +213.6% | -195.3% | -6.9% |
| All | +37.3% | +251.7% | -214.4% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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