+22.4%
XLP vs GEHC
+14.1%
+8.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.2% |
| 7D | +2.3% | +3.7% | -1.4% | +1.8% |
| 30D | +9.1% | +27.3% | -18.2% | +5.5% |
| 3M | +7.9% | +14.7% | -6.9% | +5.7% |
| 6M | +9.6% | +31.9% | -22.3% | +5.4% |
| YTD | +19.4% | +2.2% | +17.3% | +17.3% |
| 1Y | +22.4% | +14.1% | +8.3% | +18.8% |
| All | +22.4% | +14.1% | +8.3% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling