+34.5%
XLP vs GEHC
+34.3%
+0.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.7% |
| 7D | +0.1% | +5.6% | -5.6% | -0.6% |
| 30D | +8.9% | +27.9% | -19.0% | +5.7% |
| 3M | +7.5% | +17.1% | -9.7% | +5.4% |
| 6M | +9.4% | +32.5% | -23.1% | +5.6% |
| YTD | +19.3% | +2.7% | +16.6% | +18.0% |
| 1Y | +21.7% | +15.3% | +6.5% | +18.8% |
| 3Y | +44.0% | +23.7% | +20.3% | +38.2% |
| All | +34.5% | +34.3% | +0.2% | +27.6% |
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