+339.6%
TER vs GEHC
+4.1%
+335.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.5% | +4.1% |
| 7D | +12.4% | -7.6% | +20.0% | +15.8% |
| 30D | +5.1% | -10.7% | +15.8% | +9.6% |
| 3M | +4.0% | -1.2% | +5.2% | +2.2% |
| 6M | +29.5% | -13.7% | +43.3% | +36.4% |
| YTD | +98.5% | -20.4% | +118.9% | +115.3% |
| 1Y | +234.1% | -17.0% | +251.1% | +254.3% |
| 3Y | +289.0% | +0.9% | +288.1% | +272.3% |
| All | +339.6% | +4.1% | +335.5% | +318.4% |
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