+82.2%
XLF vs GEHC
+10.0%
+72.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | 0.0% | -4.0% | +4.0% | +0.9% |
| 30D | +0.2% | -2.0% | +2.1% | +0.6% |
| 3M | +11.7% | +8.0% | +3.7% | +9.4% |
| 6M | +13.8% | -12.8% | +26.6% | +16.6% |
| YTD | +7.0% | -15.9% | +22.9% | +10.5% |
| 1Y | +9.1% | -6.9% | +16.1% | +9.7% |
| 3Y | +75.6% | 0.0% | +75.7% | +70.3% |
| All | +82.2% | +10.0% | +72.3% | +73.3% |
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