+39.3%
GEHC vs Z
-19.1%
+58.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.0% | +0.7% |
| 7D | +0.8% | +0.8% | -0.1% | +0.6% |
| 30D | +21.3% | +5.2% | +16.1% | +19.7% |
| 3M | +12.6% | -17.0% | +29.6% | +16.1% |
| 6M | +34.3% | -22.7% | +56.9% | +39.9% |
| YTD | +1.4% | -56.3% | +57.7% | +17.6% |
| 1Y | +12.5% | -57.7% | +70.1% | +31.0% |
| 3Y | +19.2% | -16.5% | +35.8% | +20.5% |
| All | +39.3% | -19.1% | +58.3% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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