+96.9%
GLD vs GEHC
+20.0%
+76.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | 0.0% |
| 7D | -4.6% | +0.8% | -5.4% | -4.6% |
| 30D | -5.5% | +21.3% | -26.8% | -6.8% |
| 3M | -10.9% | +12.6% | -23.5% | -11.7% |
| 6M | -17.4% | +34.3% | -51.7% | -19.2% |
| YTD | -10.3% | +1.4% | -11.7% | -10.7% |
| 1Y | -7.2% | +12.5% | -19.6% | -8.3% |
| 3Y | +96.9% | +19.2% | +77.7% | +95.9% |
| All | +96.9% | +20.0% | +76.9% | +95.9% |
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 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