+12.0%
GEHC vs XRT
+42.6%
-30.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.9% | -1.6% |
| 7D | -5.2% | -0.3% | -4.9% | -5.0% |
| 30D | -7.0% | -5.6% | -1.3% | -3.4% |
| 3M | +3.3% | +2.5% | +0.8% | +1.6% |
| 6M | -10.0% | +3.7% | -13.7% | -12.0% |
| YTD | -18.5% | +1.0% | -19.4% | -19.0% |
| 1Y | -14.4% | -1.2% | -13.2% | -13.9% |
| 3Y | +3.4% | +43.4% | -39.9% | -15.3% |
| All | +12.0% | +42.6% | -30.7% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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