+139.4%
QLD vs GEHC
+15.6%
+123.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.2% | +3.3% |
| 7D | -10.3% | +7.6% | -17.9% | -13.1% |
| 30D | -26.1% | +27.5% | -53.5% | -34.0% |
| 3M | -17.8% | +17.2% | -35.0% | -23.8% |
| 6M | -15.6% | +33.6% | -49.2% | -28.2% |
| YTD | +5.4% | +0.6% | +4.7% | +4.4% |
| 1Y | +5.2% | +11.3% | -6.1% | -2.7% |
| 3Y | +139.4% | +16.5% | +123.0% | +117.6% |
| All | +139.4% | +15.6% | +123.9% | +117.6% |
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