+85.0%
XLI vs GEHC
+2.1%
+83.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.2% |
| 7D | -1.7% | -7.2% | +5.5% | 0.0% |
| 30D | -7.3% | -11.6% | +4.3% | -4.8% |
| 3M | -1.3% | -0.8% | -0.5% | -1.8% |
| 6M | +2.2% | -11.9% | +14.1% | +4.5% |
| YTD | +11.7% | -21.9% | +33.6% | +17.5% |
| 1Y | +14.3% | -17.8% | +32.1% | +18.3% |
| 3Y | +70.3% | -3.5% | +73.9% | +67.2% |
| All | +85.0% | +2.1% | +83.0% | +79.8% |
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