+39.3%
GEHC vs XRT
+51.8%
-12.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +0.8% | +1.7% | -1.0% | -0.4% |
| 30D | +21.3% | +7.5% | +13.8% | +15.8% |
| 3M | +12.6% | +2.2% | +10.4% | +10.9% |
| 6M | +34.3% | +14.7% | +19.6% | +22.8% |
| YTD | +1.4% | +7.5% | -6.1% | -3.3% |
| 1Y | +12.5% | +14.1% | -1.7% | +3.4% |
| 3Y | +19.2% | +58.8% | -39.6% | -7.7% |
| All | +39.3% | +51.8% | -12.6% | +1.4% |
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