+150.0%
TER vs GEHC
+31.6%
+118.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.2% |
| 7D | -20.5% | +7.6% | -28.1% | -22.7% |
| 30D | -47.0% | +27.5% | -74.5% | -52.0% |
| 3M | -43.3% | +17.2% | -60.5% | -47.1% |
| 6M | -42.9% | +33.6% | -76.5% | -50.8% |
| YTD | +12.9% | +0.6% | +12.2% | +11.3% |
| 1Y | +18.2% | +11.3% | +6.9% | +11.4% |
| 3Y | +151.8% | +16.5% | +135.3% | +125.1% |
| All | +150.0% | +31.6% | +118.4% | +116.2% |
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