+24.8%
LOW vs GEHC
+20.0%
+4.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | +1.4% | +0.8% | +0.6% | +1.2% |
| 30D | +21.7% | +21.3% | +0.4% | +14.7% |
| 3M | +5.0% | +12.6% | -7.6% | +1.2% |
| 6M | +4.6% | +34.3% | -29.7% | -5.0% |
| YTD | -3.5% | +1.4% | -4.9% | -5.0% |
| 1Y | +0.5% | +12.5% | -11.9% | -4.1% |
| 3Y | +24.8% | +19.2% | +5.6% | +15.5% |
| All | +24.8% | +20.0% | +4.8% | +15.5% |
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