+83.1%
XLI vs GEHC
+2.6%
+80.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | -2.3% | -7.9% | +5.6% | -0.5% |
| 30D | -8.2% | -11.7% | +3.5% | -5.6% |
| 3M | +0.8% | +0.8% | 0.0% | -0.1% |
| 6M | +0.8% | -11.6% | +12.4% | +3.0% |
| YTD | +10.5% | -21.6% | +32.1% | +16.1% |
| 1Y | +14.1% | -15.3% | +29.4% | +17.2% |
| 3Y | +68.6% | -0.5% | +69.1% | +64.7% |
| All | +83.1% | +2.6% | +80.5% | +77.7% |
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