+326.2%
TER vs GEHC
+6.6%
+319.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.0% | +7.2% | +5.4% |
| 7D | +11.0% | -5.2% | +16.1% | +13.2% |
| 30D | -1.9% | -7.0% | +5.1% | +0.7% |
| 3M | -0.7% | +3.3% | -4.0% | -4.2% |
| 6M | +36.4% | -10.0% | +46.4% | +41.2% |
| YTD | +92.4% | -18.5% | +110.9% | +106.9% |
| 1Y | +213.5% | -14.4% | +227.9% | +228.4% |
| 3Y | +277.2% | +3.4% | +273.8% | +257.7% |
| All | +326.2% | +6.6% | +319.6% | +302.0% |
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 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