+161.8%
QQQ vs GEHC
+2.6%
+159.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -0.7% |
| 7D | -1.3% | -7.9% | +6.6% | +0.7% |
| 30D | -1.4% | -11.7% | +10.3% | +1.5% |
| 3M | +2.3% | +0.8% | +1.5% | +1.3% |
| 6M | +16.9% | -11.6% | +28.5% | +19.5% |
| YTD | +15.6% | -21.6% | +37.2% | +22.0% |
| 1Y | +22.6% | -15.3% | +37.9% | +26.1% |
| 3Y | +93.5% | -0.5% | +94.0% | +86.4% |
| All | +161.8% | +2.6% | +159.2% | +149.8% |
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