+7.2%
GEHC vs SCCO
+284.7%
-277.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | -7.2% | -2.7% | -4.5% | -6.7% |
| 30D | -11.6% | -0.7% | -10.8% | -11.7% |
| 3M | -0.8% | +8.1% | -8.9% | -3.7% |
| 6M | -11.9% | +4.1% | -16.0% | -14.5% |
| YTD | -21.9% | +41.1% | -63.1% | -32.5% |
| 1Y | -17.8% | +95.6% | -113.4% | -36.5% |
| 3Y | -3.5% | +179.3% | -182.8% | -34.0% |
| All | +7.2% | +284.7% | -277.5% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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