+71.9%
XLE vs GEHC
+6.6%
+65.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.5% |
| 7D | 0.0% | -5.2% | +5.2% | +0.7% |
| 30D | +12.6% | -7.0% | +19.6% | +13.7% |
| 3M | +11.8% | +3.3% | +8.5% | +11.0% |
| 6M | +16.1% | -10.0% | +26.1% | +17.4% |
| YTD | +46.9% | -18.5% | +65.3% | +51.3% |
| 1Y | +53.3% | -14.4% | +67.7% | +55.9% |
| 3Y | +54.9% | +3.4% | +51.5% | +51.1% |
| All | +71.9% | +6.6% | +65.3% | +65.8% |
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 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