+102.9%
USB vs GEHC
+19.4%
+83.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.3% |
| 7D | -0.5% | -3.7% | +3.2% | +0.6% |
| 30D | +5.7% | +22.0% | -16.3% | -0.3% |
| 3M | -4.7% | +13.6% | -18.3% | -8.3% |
| 6M | +13.4% | +34.0% | -20.6% | +3.0% |
| YTD | +17.0% | +0.9% | +16.1% | +16.0% |
| 1Y | +32.4% | +12.7% | +19.6% | +26.0% |
| All | +102.9% | +19.4% | +83.5% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling