+45.0%
U vs GEHC
+6.6%
+38.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.6% | +4.1% |
| 7D | +4.5% | -5.2% | +9.6% | +7.1% |
| 30D | -0.6% | -7.0% | +6.4% | +2.8% |
| 3M | +48.4% | +3.3% | +45.1% | +45.1% |
| 6M | +115.4% | -10.0% | +125.4% | +123.5% |
| YTD | -3.2% | -18.5% | +15.3% | +4.7% |
| 1Y | -6.0% | -14.4% | +8.4% | -1.3% |
| 3Y | +13.5% | +3.4% | +10.0% | +7.5% |
| All | +45.0% | +6.6% | +38.3% | +25.9% |
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