+70.8%
USB vs GEHC
+32.6%
+38.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.6% | +0.4% |
| 7D | +2.6% | +0.8% | +1.8% | +2.4% |
| 30D | +8.4% | +21.3% | -12.9% | +2.5% |
| 3M | -5.5% | +12.6% | -18.1% | -8.9% |
| 6M | +17.7% | +34.3% | -16.6% | +7.0% |
| YTD | +17.6% | +1.4% | +16.1% | +16.1% |
| 1Y | +33.9% | +12.5% | +21.4% | +27.6% |
| 3Y | +103.8% | +19.2% | +84.6% | +85.5% |
| All | +70.8% | +32.6% | +38.2% | +51.3% |
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