+37.4%
GILD vs GEHC
-4.8%
+42.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +3.7% | -4.0% | +7.6% | +4.3% |
| 30D | +14.6% | -2.0% | +16.6% | +15.0% |
| 3M | +17.7% | +8.0% | +9.7% | +16.3% |
| 6M | +3.1% | -12.8% | +15.9% | +4.6% |
| YTD | +24.5% | -15.9% | +40.5% | +26.2% |
| 1Y | +37.4% | -6.9% | +44.3% | +37.5% |
| All | +37.4% | -4.8% | +42.2% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling