+153.8%
QLD vs GEHC
+19.4%
+134.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +5.2% |
| 7D | -1.2% | -3.7% | +2.6% | +0.6% |
| 30D | -15.7% | +22.0% | -37.7% | -23.1% |
| 3M | -10.0% | +13.6% | -23.6% | -15.3% |
| 6M | -11.2% | +34.0% | -45.2% | -24.6% |
| YTD | +16.4% | +0.9% | +15.4% | +15.1% |
| 1Y | +12.7% | +12.7% | -0.1% | +3.4% |
| All | +153.8% | +19.4% | +134.4% | +130.9% |
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