-15.0%
GEHC vs Z
-63.9%
+48.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.4% | +3.4% | -1.9% |
| 7D | -5.2% | -3.3% | -1.9% | -4.6% |
| 30D | -7.0% | -3.7% | -3.2% | -6.4% |
| 3M | +3.3% | -7.0% | +10.3% | +4.2% |
| 6M | -10.0% | -29.5% | +19.5% | -6.0% |
| YTD | -18.5% | -52.6% | +34.1% | -10.5% |
| All | -15.0% | -63.9% | +48.9% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling