+9.3%
GEHC vs SCCO
+316.0%
-306.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -7.6% | +2.4% | -10.1% | -8.2% |
| 30D | -10.7% | +6.4% | -17.1% | -12.1% |
| 3M | -1.2% | +21.6% | -22.8% | -6.8% |
| 6M | -13.7% | +13.4% | -27.1% | -17.9% |
| YTD | -20.4% | +52.6% | -73.1% | -32.3% |
| 1Y | -17.0% | +122.4% | -139.4% | -38.0% |
| 3Y | +0.9% | +208.5% | -207.5% | -32.3% |
| All | +9.3% | +316.0% | -306.7% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling