+0.3%
GLD vs GEHC
+14.6%
-14.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.7% |
| 7D | +4.9% | +5.6% | -0.7% | +4.5% |
| 30D | -1.3% | +27.9% | -29.2% | -3.0% |
| 3M | -4.8% | +17.1% | -21.9% | -5.8% |
| 6M | -12.5% | +32.5% | -45.0% | -14.1% |
| YTD | -4.2% | +2.7% | -6.9% | -4.9% |
| All | +0.3% | +14.6% | -14.3% | -1.9% |
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