+164.1%
QQQ vs GEHC
+2.1%
+162.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -0.6% | -7.2% | +6.6% | +1.2% |
| 30D | -1.2% | -11.6% | +10.3% | +1.6% |
| 3M | -0.2% | -0.8% | +0.6% | -0.7% |
| 6M | +17.9% | -11.9% | +29.8% | +20.7% |
| YTD | +16.6% | -21.9% | +38.6% | +23.2% |
| 1Y | +23.0% | -17.8% | +40.8% | +27.6% |
| 3Y | +92.9% | -3.5% | +96.5% | +87.2% |
| All | +164.1% | +2.1% | +162.0% | +152.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling