+287.8%
UMC vs GEHC
+2.6%
+285.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.3% |
| 7D | +11.4% | -7.9% | +19.2% | +12.6% |
| 30D | +16.8% | -11.7% | +28.5% | +18.8% |
| 3M | +19.1% | +0.8% | +18.3% | +17.9% |
| 6M | +137.4% | -11.6% | +149.0% | +140.9% |
| YTD | +186.4% | -21.6% | +207.9% | +198.2% |
| 1Y | +229.1% | -15.3% | +244.4% | +234.9% |
| 3Y | +257.9% | -0.5% | +258.4% | +244.3% |
| All | +287.8% | +2.6% | +285.2% | +274.6% |
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 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