+59.6%
ICE vs GEHC
+2.6%
+57.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | -5.3% | -7.9% | +2.5% | -4.0% |
| 30D | +3.0% | -11.7% | +14.7% | +5.3% |
| 3M | +11.4% | +0.8% | +10.6% | +11.0% |
| 6M | -2.0% | -11.6% | +9.5% | -0.5% |
| YTD | -3.1% | -21.6% | +18.4% | +0.5% |
| 1Y | -8.4% | -15.3% | +6.9% | -6.4% |
| 3Y | +40.7% | -0.5% | +41.2% | +37.1% |
| All | +59.6% | +2.6% | +57.0% | +53.1% |
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