-39.0%
GIS vs GEHC
+20.0%
-59.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +0.9% | +2.2% |
| 7D | -3.4% | +0.8% | -4.1% | -3.5% |
| 30D | +6.9% | +21.3% | -14.4% | +3.9% |
| 3M | -10.1% | +12.6% | -22.7% | -11.8% |
| 6M | +5.9% | +34.3% | -28.4% | +1.7% |
| YTD | -21.1% | +1.4% | -22.5% | -22.3% |
| 1Y | -22.5% | +12.5% | -34.9% | -24.6% |
| 3Y | -39.0% | +19.2% | -58.2% | -43.5% |
| All | -39.0% | +20.0% | -59.0% | -43.5% |
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