+69.5%
XLY vs GEHC
+2.6%
+66.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | -3.9% | -7.9% | +4.0% | -1.6% |
| 30D | -6.1% | -11.7% | +5.6% | -2.7% |
| 3M | -1.2% | +0.8% | -2.0% | -2.0% |
| 6M | -1.8% | -11.6% | +9.8% | +1.0% |
| YTD | -5.9% | -21.6% | +15.7% | +0.3% |
| 1Y | -3.1% | -15.3% | +12.2% | +0.5% |
| 3Y | +36.0% | -0.5% | +36.5% | +32.1% |
| All | +69.5% | +2.6% | +66.9% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling