+71.5%
XLI vs GEHC
+20.0%
+51.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | +3.8% | +0.8% | +3.0% | +3.6% |
| 30D | +1.0% | +21.3% | -20.3% | -3.5% |
| 3M | -8.9% | +12.6% | -21.5% | -11.5% |
| 6M | -2.3% | +34.3% | -36.6% | -9.7% |
| YTD | +9.7% | +1.4% | +8.3% | +9.0% |
| 1Y | +12.3% | +12.5% | -0.2% | +8.1% |
| 3Y | +71.5% | +19.2% | +52.3% | +58.1% |
| All | +71.5% | +20.0% | +51.5% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling