+40.3%
GEHC vs S
+59.4%
-19.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +3.7% | +1.4% | +2.3% | +3.5% |
| 30D | +27.3% | -10.8% | +38.1% | +28.9% |
| 3M | +14.7% | +5.4% | +9.3% | +12.9% |
| 6M | +31.9% | +41.2% | -9.3% | +23.5% |
| YTD | +2.2% | +56.2% | -54.0% | -6.4% |
| 1Y | +14.1% | +36.3% | -22.2% | +6.4% |
| 3Y | +21.0% | +49.4% | -28.5% | +9.8% |
| All | +40.3% | +59.4% | -19.1% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling