+70.7%
U vs GEHC
+33.6%
+37.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -1.9% |
| 7D | +24.4% | +3.7% | +20.7% | +22.0% |
| 30D | +7.4% | +27.3% | -19.9% | -4.5% |
| 3M | +16.8% | +14.7% | +2.1% | +8.9% |
| 6M | +78.8% | +31.9% | +46.8% | +54.7% |
| YTD | +14.0% | +2.2% | +11.8% | +10.3% |
| 1Y | +16.7% | +14.1% | +2.6% | +5.8% |
| 3Y | +86.4% | +21.0% | +65.4% | +62.0% |
| All | +70.7% | +33.6% | +37.1% | +32.6% |
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