+75.8%
USB vs GEHC
+10.0%
+65.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.1% |
| 7D | +1.4% | -4.0% | +5.4% | +2.6% |
| 30D | -1.3% | -2.0% | +0.7% | -0.8% |
| 3M | +15.2% | +8.0% | +7.3% | +11.8% |
| 6M | +18.8% | -12.8% | +31.6% | +22.8% |
| YTD | +21.0% | -15.9% | +36.9% | +26.3% |
| 1Y | +34.0% | -6.9% | +40.9% | +34.7% |
| 3Y | +95.3% | 0.0% | +95.4% | +87.0% |
| All | +75.8% | +10.0% | +65.9% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling