+12.1%
GS vs GEHC
+9.4%
+2.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -0.1% |
| 7D | -3.2% | +7.6% | -10.8% | -3.9% |
| 30D | -2.4% | +27.5% | -29.9% | -4.9% |
| 3M | -15.7% | +17.2% | -33.0% | -17.2% |
| 6M | -6.8% | +33.6% | -40.4% | -11.3% |
| YTD | -0.1% | +0.6% | -0.7% | +2.9% |
| 1Y | +12.1% | +11.3% | +0.8% | +8.9% |
| All | +12.1% | +9.4% | +2.7% | +8.9% |
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