+180.8%
NOK vs GEHC
-1.1%
+181.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.2% |
| 7D | +8.7% | -7.9% | +16.6% | +9.4% |
| 30D | +12.5% | -11.7% | +24.2% | +13.7% |
| 3M | -20.7% | +0.8% | -21.6% | -21.3% |
| 6M | +36.2% | -11.6% | +47.7% | +38.1% |
| YTD | +64.1% | -21.6% | +85.7% | +70.3% |
| 1Y | +132.4% | -15.3% | +147.7% | +136.3% |
| All | +180.8% | -1.1% | +181.9% | +169.9% |
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