+82.4%
V vs GEHC
+6.6%
+75.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.2% |
| 7D | -1.1% | -5.2% | +4.1% | -0.2% |
| 30D | +1.9% | -7.0% | +8.8% | +3.2% |
| 3M | +15.5% | +3.3% | +12.2% | +14.6% |
| 6M | +16.6% | -10.0% | +26.6% | +18.3% |
| YTD | +5.7% | -18.5% | +24.2% | +9.5% |
| 1Y | +8.6% | -14.4% | +23.0% | +11.0% |
| 3Y | +52.5% | +3.4% | +49.1% | +46.9% |
| All | +82.4% | +6.6% | +75.8% | +73.8% |
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