+114.6%
GLD vs GEHC
+30.8%
+83.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.8% |
| 7D | -5.5% | -2.3% | -3.2% | -5.4% |
| 30D | -7.0% | +19.0% | -26.1% | -7.9% |
| 3M | -12.4% | +13.3% | -25.6% | -13.0% |
| 6M | -18.0% | +31.5% | -49.6% | -19.3% |
| YTD | -10.5% | 0.0% | -10.4% | -10.7% |
| 1Y | -8.1% | +9.4% | -17.4% | -8.8% |
| 3Y | +97.7% | +18.3% | +79.4% | +97.1% |
| All | +114.6% | +30.8% | +83.9% | +112.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling