+12.0%
GEHC vs Z
-12.1%
+24.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.4% | +3.4% | -1.7% |
| 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% | +4.4% |
| 6M | -10.0% | -29.5% | +19.5% | -4.1% |
| YTD | -18.5% | -52.6% | +34.1% | -6.4% |
| 1Y | -14.4% | -64.0% | +49.6% | +3.7% |
| 3Y | +3.4% | -36.4% | +39.9% | +9.6% |
| All | +12.0% | -12.1% | +24.1% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling