+25.6%
XYZ vs GEHC
+10.0%
+15.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | -1.0% | -4.0% | +3.0% | +0.9% |
| 30D | -1.7% | -2.0% | +0.3% | -0.7% |
| 3M | +16.7% | +8.0% | +8.8% | +11.6% |
| 6M | +26.9% | -12.8% | +39.6% | +33.9% |
| YTD | +27.1% | -15.9% | +43.1% | +36.5% |
| 1Y | +9.3% | -6.9% | +16.2% | +11.0% |
| 3Y | +42.3% | 0.0% | +42.3% | +35.1% |
| All | +25.6% | +10.0% | +15.7% | +13.9% |
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