+77.6%
V vs GEHC
+15.6%
+62.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | +0.3% |
| 7D | +2.2% | +7.6% | -5.4% | +0.9% |
| 30D | +13.6% | +27.5% | -13.9% | +8.7% |
| 3M | +14.3% | +17.2% | -2.9% | +11.0% |
| 6M | +33.1% | +33.6% | -0.5% | +25.9% |
| YTD | +21.2% | +0.6% | +20.6% | +21.1% |
| 1Y | +26.4% | +11.3% | +15.1% | +23.3% |
| 3Y | +77.6% | +16.5% | +61.1% | +68.6% |
| All | +77.6% | +15.6% | +62.0% | +68.6% |
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 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