+133.8%
XLC vs GEHC
+30.8%
+103.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.8% |
| 7D | +3.1% | -2.3% | +5.4% | +3.6% |
| 30D | -4.2% | +19.0% | -23.2% | -7.9% |
| 3M | -2.1% | +13.3% | -15.4% | -4.9% |
| 6M | -6.6% | +31.5% | -38.1% | -12.6% |
| YTD | -7.8% | 0.0% | -7.8% | -8.5% |
| 1Y | -4.1% | +9.4% | -13.5% | -7.0% |
| 3Y | +62.6% | +18.3% | +44.3% | +51.2% |
| All | +133.8% | +30.8% | +103.1% | +111.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling