+333.2%
QLD vs GEHC
+30.8%
+302.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | +12.5% | -2.3% | +14.8% | +13.7% |
| 30D | -15.7% | +19.0% | -34.7% | -22.4% |
| 3M | -11.9% | +13.3% | -25.2% | -17.2% |
| 6M | -10.3% | +31.5% | -41.8% | -23.2% |
| YTD | +15.6% | 0.0% | +15.6% | +14.0% |
| 1Y | +12.1% | +9.4% | +2.8% | +4.4% |
| 3Y | +150.7% | +18.3% | +132.3% | +118.0% |
| All | +333.2% | +30.8% | +302.5% | +259.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling