+70.1%
XLE vs GEHC
+10.0%
+60.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.7% |
| 7D | +2.2% | -4.0% | +6.2% | +2.8% |
| 30D | +11.8% | -2.0% | +13.7% | +12.1% |
| 3M | +9.8% | +8.0% | +1.8% | +8.3% |
| 6M | +15.6% | -12.8% | +28.3% | +17.9% |
| YTD | +45.3% | -15.9% | +61.2% | +49.0% |
| 1Y | +48.3% | -6.9% | +55.2% | +48.3% |
| 3Y | +55.4% | 0.0% | +55.5% | +51.8% |
| All | +70.1% | +10.0% | +60.1% | +63.3% |
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