+12.7%
GEHC vs XRT
+15.4%
-2.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -3.7% | -1.4% | -2.3% | -2.6% |
| 30D | +22.0% | +9.8% | +12.2% | +13.1% |
| 3M | +13.6% | +3.3% | +10.3% | +10.6% |
| 6M | +34.0% | +13.6% | +20.4% | +19.7% |
| YTD | +0.9% | +9.1% | -8.1% | -7.2% |
| 1Y | +12.7% | +15.1% | -2.3% | +0.5% |
| All | +12.7% | +15.4% | -2.7% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling