+443.4%
NET vs GEHC
+37.1%
+406.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.4% | -9.0% | -4.7% |
| 7D | -16.4% | +13.2% | -29.5% | -20.0% |
| 30D | -25.8% | +30.6% | -56.4% | -32.7% |
| 3M | -11.5% | +22.2% | -33.7% | -17.8% |
| 6M | +18.9% | +40.8% | -21.9% | +3.4% |
| YTD | +35.2% | +4.8% | +30.4% | +31.3% |
| 1Y | +14.5% | +15.7% | -1.3% | +5.3% |
| 3Y | +313.8% | +20.5% | +293.3% | +244.8% |
| All | +443.4% | +37.1% | +406.3% | +315.3% |
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