+40.8%
XLB vs GEHC
+6.6%
+34.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.1% | -0.2% |
| 7D | -0.2% | -5.2% | +4.9% | +1.1% |
| 30D | -1.7% | -7.0% | +5.2% | +0.1% |
| 3M | +4.4% | +3.3% | +1.0% | +3.0% |
| 6M | +5.0% | -10.0% | +15.0% | +7.2% |
| YTD | +15.5% | -18.5% | +33.9% | +21.0% |
| 1Y | +14.9% | -14.4% | +29.3% | +18.4% |
| 3Y | +34.5% | +3.4% | +31.1% | +30.3% |
| All | +40.8% | +6.6% | +34.1% | +33.8% |
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