+44.1%
XLB vs GEHC
+34.3%
+9.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.4% |
| 7D | -1.4% | +5.6% | -7.0% | -2.8% |
| 30D | +7.1% | +27.9% | -20.8% | +0.4% |
| 3M | +0.6% | +17.1% | -16.5% | -3.6% |
| 6M | +3.5% | +32.5% | -29.1% | -4.5% |
| YTD | +18.2% | +2.7% | +15.6% | +16.6% |
| 1Y | +25.6% | +15.3% | +10.3% | +19.6% |
| 3Y | +46.7% | +23.7% | +23.0% | +34.9% |
| All | +44.1% | +34.3% | +9.9% | +28.9% |
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