+55.0%
XEL vs GEHC
+20.0%
+35.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | 0.0% |
| 7D | +2.4% | +0.8% | +1.7% | +2.4% |
| 30D | +8.3% | +21.3% | -13.0% | +6.4% |
| 3M | +4.2% | +12.6% | -8.4% | +3.0% |
| 6M | +3.7% | +34.3% | -30.6% | +0.6% |
| YTD | +13.1% | +1.4% | +11.6% | +12.6% |
| 1Y | +5.0% | +12.5% | -7.5% | +3.3% |
| 3Y | +55.0% | +19.2% | +35.7% | +47.3% |
| All | +55.0% | +20.0% | +35.0% | +47.3% |
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 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