+20.9%
XLB vs GEHC
+11.3%
+9.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | 0.0% | -2.3% | +2.3% | +0.5% |
| 30D | +5.3% | +19.0% | -13.8% | +2.0% |
| 3M | 0.0% | +13.3% | -13.3% | -2.3% |
| 6M | +1.2% | +31.5% | -30.3% | -3.8% |
| YTD | +16.9% | 0.0% | +16.9% | +17.7% |
| 1Y | +20.9% | +9.4% | +11.5% | +18.6% |
| All | +20.9% | +11.3% | +9.6% | +18.6% |
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 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