+65.4%
XLE vs GEHC
+34.3%
+31.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.3% |
| 7D | -7.9% | +5.6% | -13.5% | -8.6% |
| 30D | -4.8% | +27.9% | -32.7% | -8.0% |
| 3M | +8.4% | +17.1% | -8.8% | +6.0% |
| 6M | +12.7% | +32.5% | -19.9% | +7.9% |
| YTD | +41.3% | +2.7% | +38.6% | +41.0% |
| 1Y | +42.3% | +15.3% | +27.0% | +38.4% |
| 3Y | +65.1% | +23.7% | +41.4% | +56.7% |
| All | +65.4% | +34.3% | +31.2% | +54.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling