+72.3%
XLC vs GEHC
+1.8%
+70.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.6% | +0.2% |
| 7D | +0.6% | -5.2% | +5.8% | +1.8% |
| 30D | +0.2% | -7.0% | +7.2% | +1.9% |
| 3M | +0.6% | +3.3% | -2.7% | -0.4% |
| 6M | -4.5% | -10.0% | +5.5% | -2.8% |
| YTD | -4.7% | -18.5% | +13.8% | -0.8% |
| 1Y | -1.7% | -14.4% | +12.8% | +0.8% |
| 3Y | +72.3% | +3.4% | +68.8% | +62.6% |
| All | +72.3% | +1.8% | +70.4% | +62.6% |
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 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