+136.1%
XLC vs GEHC
+32.0%
+104.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +1.1% |
| 7D | +3.5% | -3.7% | +7.2% | +4.3% |
| 30D | -2.6% | +22.0% | -24.6% | -6.8% |
| 3M | -2.1% | +13.6% | -15.7% | -4.9% |
| 6M | -5.5% | +34.0% | -39.5% | -11.9% |
| YTD | -6.9% | +0.9% | -7.8% | -7.8% |
| 1Y | -3.7% | +12.7% | -16.5% | -7.4% |
| 3Y | +64.2% | +19.4% | +44.7% | +52.4% |
| All | +136.1% | +32.0% | +104.1% | +113.6% |
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 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