-48.4%
GIS vs GEHC
+10.0%
-58.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.2% | -2.3% |
| 7D | -7.8% | -4.0% | -3.9% | -7.4% |
| 30D | +6.6% | -2.0% | +8.5% | +6.8% |
| 3M | +21.0% | +8.0% | +13.0% | +20.0% |
| 6M | -9.1% | -12.8% | +3.7% | -8.4% |
| YTD | -13.6% | -15.9% | +2.3% | -12.7% |
| 1Y | -18.0% | -6.9% | -11.1% | -18.1% |
| 3Y | -33.7% | 0.0% | -33.6% | -34.8% |
| All | -48.4% | +10.0% | -58.4% | -49.6% |
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