+79.1%
U vs GEHC
+32.6%
+46.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.4% | +3.8% | +4.6% |
| 7D | +2.6% | +0.8% | +1.8% | +2.2% |
| 30D | +27.6% | +21.3% | +6.2% | +16.1% |
| 3M | +15.3% | +12.6% | +2.8% | +8.6% |
| 6M | +96.4% | +34.3% | +62.1% | +68.3% |
| YTD | +19.6% | +1.4% | +18.1% | +16.1% |
| 1Y | +42.1% | +12.5% | +29.7% | +29.8% |
| 3Y | +87.5% | +19.2% | +68.3% | +64.1% |
| All | +79.1% | +32.6% | +46.4% | +39.7% |
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