+2.9%
LOW vs GEHC
+4.1%
-1.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.4% |
| 7D | -0.6% | -7.6% | +7.0% | +1.6% |
| 30D | -9.3% | -10.7% | +1.4% | -6.4% |
| 3M | -8.1% | -1.2% | -6.9% | -8.1% |
| 6M | -19.8% | -13.7% | -6.0% | -17.0% |
| YTD | -16.4% | -20.4% | +4.1% | -11.7% |
| 1Y | -24.7% | -17.0% | -7.6% | -21.5% |
| 3Y | -8.8% | +0.9% | -9.8% | -10.2% |
| All | +2.9% | +4.1% | -1.2% | -1.5% |
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 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