+643.2%
GEV vs GEHC
-25.4%
+668.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.0% | +6.1% | +3.9% |
| 7D | +8.1% | -5.2% | +13.3% | +9.6% |
| 30D | -1.9% | -7.0% | +5.0% | -0.1% |
| 3M | +4.1% | +3.3% | +0.8% | +1.7% |
| 6M | +23.2% | -10.0% | +33.2% | +26.5% |
| YTD | +48.9% | -18.5% | +67.4% | +58.0% |
| 1Y | +62.2% | -14.4% | +76.6% | +67.5% |
| All | +643.2% | -25.4% | +668.6% | +669.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling