+383.1%
QLD vs GEHC
+10.0%
+373.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.9% |
| 7D | +0.6% | -4.0% | +4.6% | +2.5% |
| 30D | -0.1% | -2.0% | +1.8% | +0.7% |
| 3M | -8.4% | +8.0% | -16.3% | -13.5% |
| 6M | +32.2% | -12.8% | +45.0% | +39.6% |
| YTD | +28.9% | -15.9% | +44.8% | +38.2% |
| 1Y | +43.8% | -6.9% | +50.8% | +44.2% |
| 3Y | +176.6% | 0.0% | +176.6% | +160.6% |
| All | +383.1% | +10.0% | +373.1% | +335.2% |
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