+28.4%
XYZ vs GEHC
+32.6%
-4.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.4% | +2.1% |
| 7D | -1.1% | +0.8% | -1.8% | -1.4% |
| 30D | +11.5% | +21.3% | -9.8% | +2.1% |
| 3M | +1.8% | +12.6% | -10.8% | -3.6% |
| 6M | +21.2% | +34.3% | -13.1% | +4.6% |
| YTD | +29.9% | +1.4% | +28.5% | +27.9% |
| 1Y | +35.8% | +12.5% | +23.3% | +26.3% |
| 3Y | +62.6% | +19.2% | +43.4% | +42.7% |
| All | +28.4% | +32.6% | -4.3% | +6.7% |
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