-6.9%
GEHC vs SCHG
+16.6%
-23.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -0.8% |
| 7D | -4.0% | -0.7% | -3.3% | -3.6% |
| 30D | -2.0% | +0.2% | -2.2% | -2.1% |
| 3M | +8.0% | +2.2% | +5.7% | +7.0% |
| 6M | -12.8% | +15.0% | -27.8% | -21.8% |
| YTD | -15.9% | +9.2% | -25.1% | -21.6% |
| 1Y | -6.9% | +15.7% | -22.6% | -20.5% |
| All | -6.9% | +16.6% | -23.6% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling