+7.7%
GEHC vs SCHG
+143.1%
-135.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | -7.9% | -2.7% | -5.1% | -5.9% |
| 30D | -11.7% | -2.2% | -9.5% | -10.2% |
| 3M | +0.8% | +6.2% | -5.4% | -4.0% |
| 6M | -11.6% | +13.4% | -24.9% | -20.1% |
| YTD | -21.6% | +7.1% | -28.7% | -26.1% |
| 1Y | -15.3% | +12.5% | -27.8% | -23.2% |
| 3Y | -0.5% | +86.2% | -86.7% | -39.4% |
| All | +7.7% | +143.1% | -135.4% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling