+38.2%
GEHC vs Z
-19.7%
+57.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.1% |
| 7D | +7.6% | -4.6% | +12.1% | +8.5% |
| 30D | +27.5% | +8.3% | +19.1% | +24.9% |
| 3M | +17.2% | -11.6% | +28.8% | +19.4% |
| 6M | +33.6% | -33.6% | +67.2% | +43.5% |
| YTD | +0.6% | -56.7% | +57.3% | +17.0% |
| 1Y | +11.3% | -59.1% | +70.4% | +30.7% |
| 3Y | +16.5% | -20.4% | +36.9% | +18.7% |
| All | +38.2% | -19.7% | +57.9% | +32.6% |
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