+5.2%
QLD vs GEHC
+9.4%
-4.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.2% | +2.7% |
| 7D | -10.3% | +7.6% | -17.9% | -10.7% |
| 30D | -26.1% | +27.5% | -53.5% | -27.6% |
| 3M | -17.8% | +17.2% | -35.0% | -18.9% |
| 6M | -15.6% | +33.6% | -49.2% | -18.7% |
| YTD | +5.4% | +0.6% | +4.7% | +8.6% |
| 1Y | +5.2% | +11.3% | -6.1% | +5.5% |
| All | +5.2% | +9.4% | -4.2% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling