+30.8%
IYR vs GEHC
+2.8%
+28.0%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.6% |
| 7D | -0.4% | -5.2% | +4.8% | +0.8% |
| 30D | -2.5% | -7.0% | +4.4% | -0.9% |
| 3M | +1.5% | +3.3% | -1.9% | +0.3% |
| 6M | +3.9% | -10.0% | +13.9% | +5.7% |
| YTD | +9.5% | -18.5% | +28.0% | +14.0% |
| 1Y | +7.5% | -14.4% | +21.9% | +10.1% |
| All | +30.8% | +2.8% | +28.0% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling