+79.6%
XLF vs GEHC
+2.1%
+77.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -1.5% | -7.2% | +5.7% | +0.1% |
| 30D | -1.2% | -11.6% | +10.4% | +1.4% |
| 3M | +9.2% | -0.8% | +10.0% | +8.8% |
| 6M | +16.3% | -11.9% | +28.2% | +18.7% |
| YTD | +5.4% | -21.9% | +27.4% | +10.6% |
| 1Y | +7.6% | -17.8% | +25.4% | +11.2% |
| 3Y | +74.2% | -3.5% | +77.7% | +70.6% |
| All | +79.6% | +2.1% | +77.5% | +73.4% |
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