+296.9%
UMC vs GEHC
+2.1%
+294.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.4% |
| 7D | +9.0% | -7.2% | +16.2% | +10.1% |
| 30D | +17.2% | -11.6% | +28.8% | +19.2% |
| 3M | +11.4% | -0.8% | +12.2% | +10.6% |
| 6M | +137.5% | -11.9% | +149.4% | +141.1% |
| YTD | +193.1% | -21.9% | +215.1% | +205.4% |
| 1Y | +240.3% | -17.8% | +258.1% | +249.0% |
| 3Y | +262.2% | -3.5% | +265.7% | +250.3% |
| All | +296.9% | +2.1% | +294.9% | +283.6% |
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