+316.7%
QLD vs GEHC
+33.6%
+283.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -3.8% | +3.7% | -7.5% | -5.3% |
| 30D | -20.5% | +27.3% | -47.9% | -29.1% |
| 3M | -14.6% | +14.7% | -29.4% | -20.1% |
| 6M | -14.7% | +31.9% | -46.6% | -26.9% |
| YTD | +11.2% | +2.2% | +9.0% | +8.6% |
| 1Y | +7.1% | +14.1% | -7.0% | -2.5% |
| 3Y | +141.1% | +21.0% | +120.1% | +107.7% |
| All | +316.7% | +33.6% | +283.1% | +242.0% |
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