+171.7%
GS vs GEHC
+33.8%
+137.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.4% | -4.0% | -5.7% |
| 7D | -6.3% | +9.6% | -15.9% | -8.5% |
| 30D | -3.1% | +29.4% | -32.5% | -9.6% |
| 3M | -17.7% | +19.3% | -37.0% | -21.5% |
| 6M | -4.6% | +37.4% | -41.9% | -13.6% |
| YTD | +0.3% | +2.3% | -2.0% | -0.8% |
| 1Y | +11.7% | +11.0% | +0.7% | +7.5% |
| 3Y | +183.6% | +17.6% | +165.9% | +160.8% |
| All | +171.7% | +33.8% | +137.9% | +139.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling