+5.6%
XYZ vs GEHC
-12.1%
+17.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.2% | -2.0% |
| 7D | +2.9% | -5.2% | +8.0% | +5.1% |
| 30D | +1.4% | -7.0% | +8.4% | +4.5% |
| 3M | +14.6% | +3.3% | +11.2% | +12.6% |
| 6M | +20.8% | -10.0% | +30.8% | +26.5% |
| YTD | +23.1% | -18.5% | +41.5% | +35.2% |
| 1Y | +5.6% | -14.4% | +20.0% | +8.6% |
| All | +5.6% | -12.1% | +17.8% | +8.6% |
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 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