+322.6%
QLD vs GEHC
+32.6%
+289.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -3.1% |
| 7D | +7.0% | +0.8% | +6.2% | +6.6% |
| 30D | -14.3% | +21.3% | -35.6% | -21.8% |
| 3M | -16.0% | +12.6% | -28.6% | -20.8% |
| 6M | -14.2% | +34.3% | -48.5% | -27.3% |
| YTD | +12.8% | +1.4% | +11.3% | +10.4% |
| 1Y | +14.1% | +12.5% | +1.6% | +4.6% |
| 3Y | +146.0% | +19.2% | +126.7% | +113.3% |
| All | +322.6% | +32.6% | +289.9% | +247.9% |
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 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