+84.7%
XLF vs GEHC
+32.6%
+52.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | +2.7% | +0.8% | +1.9% | +2.5% |
| 30D | +7.6% | +21.3% | -13.7% | +3.3% |
| 3M | +1.1% | +12.6% | -11.5% | -1.5% |
| 6M | +15.9% | +34.3% | -18.4% | +8.2% |
| YTD | +8.4% | +1.4% | +7.0% | +7.6% |
| 1Y | +12.5% | +12.5% | 0.0% | +8.8% |
| 3Y | +81.6% | +19.2% | +62.3% | +69.8% |
| All | +84.7% | +32.6% | +52.1% | +68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling