+46.7%
XLB vs GEHC
+20.5%
+26.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.3% |
| 7D | -1.4% | +5.6% | -7.0% | -2.9% |
| 30D | +7.1% | +27.9% | -20.8% | -0.1% |
| 3M | +0.6% | +17.1% | -16.5% | -3.9% |
| 6M | +3.5% | +32.5% | -29.1% | -5.0% |
| YTD | +18.2% | +2.7% | +15.6% | +16.7% |
| 1Y | +25.6% | +15.3% | +10.3% | +19.2% |
| 3Y | +46.7% | +23.7% | +23.0% | +32.4% |
| All | +46.7% | +20.5% | +26.2% | +32.4% |
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