+1.8%
LOW vs GEHC
+2.6%
-0.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | -2.6% | -7.9% | +5.2% | -0.4% |
| 30D | -11.1% | -11.7% | +0.6% | -8.0% |
| 3M | -8.5% | +0.8% | -9.3% | -9.0% |
| 6M | -20.8% | -11.6% | -9.3% | -18.6% |
| YTD | -17.2% | -21.6% | +4.4% | -12.3% |
| 1Y | -24.7% | -15.3% | -9.4% | -22.0% |
| 3Y | -9.7% | -0.5% | -9.2% | -10.8% |
| All | +1.8% | +2.6% | -0.7% | -2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling