+7.2%
GEHC vs SCHG
+145.2%
-138.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -1.1% |
| 7D | -7.2% | -1.0% | -6.1% | -6.4% |
| 30D | -11.6% | -1.3% | -10.3% | -10.7% |
| 3M | -0.8% | +5.4% | -6.3% | -5.1% |
| 6M | -11.9% | +14.4% | -26.3% | -21.0% |
| YTD | -21.9% | +8.0% | -30.0% | -26.9% |
| 1Y | -17.8% | +12.7% | -30.6% | -25.6% |
| 3Y | -3.5% | +85.6% | -89.1% | -41.2% |
| All | +7.2% | +145.2% | -138.0% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling