+181.1%
TER vs GEHC
+33.6%
+147.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.1% |
| 7D | -8.9% | +3.7% | -12.6% | -10.1% |
| 30D | -39.1% | +27.3% | -66.4% | -44.7% |
| 3M | -32.8% | +14.7% | -47.5% | -36.6% |
| 6M | -31.7% | +31.9% | -63.7% | -40.6% |
| YTD | +26.9% | +2.2% | +24.7% | +24.5% |
| 1Y | +33.6% | +14.1% | +19.5% | +24.8% |
| 3Y | +181.5% | +21.0% | +160.5% | +148.8% |
| All | +181.1% | +33.6% | +147.5% | +142.0% |
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