+181.8%
TER vs GEHC
+34.3%
+147.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.0% | +10.7% | +12.0% |
| 7D | -5.8% | +5.6% | -11.4% | -7.6% |
| 30D | -38.9% | +27.9% | -66.8% | -44.6% |
| 3M | -35.1% | +17.1% | -52.3% | -39.3% |
| 6M | -31.6% | +32.5% | -64.1% | -40.6% |
| YTD | +27.2% | +2.7% | +24.6% | +24.6% |
| 1Y | +35.2% | +15.3% | +20.0% | +25.8% |
| 3Y | +192.8% | +23.7% | +169.1% | +157.0% |
| All | +181.8% | +34.3% | +147.6% | +142.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling