+125.3%
GLD vs GEHC
+31.6%
+93.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | +4.7% | +7.6% | -2.9% | +4.3% |
| 30D | -0.9% | +27.5% | -28.4% | -2.2% |
| 3M | -4.4% | +17.2% | -21.6% | -5.2% |
| 6M | -13.6% | +33.6% | -47.2% | -15.0% |
| YTD | -6.0% | +0.6% | -6.6% | -6.3% |
| 1Y | +1.8% | +11.3% | -9.5% | +0.9% |
| 3Y | +103.2% | +16.5% | +86.7% | +102.4% |
| All | +125.3% | +31.6% | +93.7% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling