+14.0%
XLB vs GEHC
-18.2%
+32.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.9% |
| 7D | -3.5% | -7.9% | +4.3% | -2.0% |
| 30D | -4.7% | -11.7% | +7.0% | -2.4% |
| 3M | +2.7% | +0.8% | +1.9% | +2.4% |
| 6M | +2.6% | -11.6% | +14.2% | +5.4% |
| YTD | +12.8% | -21.6% | +34.4% | +19.4% |
| 1Y | +14.0% | -15.3% | +29.3% | +17.5% |
| All | +14.0% | -18.2% | +32.2% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling