+70.0%
T vs GEHC
+6.6%
+63.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | -0.1% |
| 7D | -1.5% | -5.2% | +3.6% | -1.3% |
| 30D | +7.6% | -7.0% | +14.6% | +8.0% |
| 3M | +15.3% | +3.3% | +12.0% | +15.0% |
| 6M | -8.5% | -10.0% | +1.5% | -8.1% |
| YTD | +6.8% | -18.5% | +25.2% | +7.8% |
| 1Y | -7.2% | -14.4% | +7.2% | -6.7% |
| 3Y | +108.2% | +3.4% | +104.8% | +104.8% |
| All | +70.0% | +6.6% | +63.4% | +64.7% |
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