+627.7%
GEV vs GEHC
-27.2%
+654.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.5% |
| 7D | +3.2% | -7.6% | +10.8% | +5.3% |
| 30D | -4.0% | -10.7% | +6.6% | -1.2% |
| 3M | +3.4% | -1.2% | +4.6% | +2.6% |
| 6M | +14.7% | -13.7% | +28.4% | +19.3% |
| YTD | +45.8% | -20.4% | +66.2% | +55.7% |
| 1Y | +57.4% | -17.0% | +74.4% | +64.1% |
| All | +627.7% | -27.2% | +654.9% | +658.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 3y: compounded portfolio wealth divided by compounded GEHC 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…
3y analysis · Full analysis span regression · 6 months rolling