+14.5%
GS vs GEHC
+14.0%
+0.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +1.6% | +3.7% | -2.1% | +1.2% |
| 30D | +1.7% | +27.3% | -25.7% | -1.0% |
| 3M | -11.6% | +14.7% | -26.3% | -13.0% |
| 6M | -1.9% | +31.9% | -33.8% | -5.9% |
| YTD | +5.1% | +2.2% | +2.9% | +7.9% |
| All | +14.5% | +14.0% | +0.5% | +12.0% |
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