+15.7%
GEHC vs SFM
-35.8%
+51.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.6% | +2.7% | +6.2% |
| 7D | +13.2% | -12.3% | +25.4% | +13.3% |
| 30D | +30.6% | -16.2% | +46.8% | +31.0% |
| 3M | +22.2% | -36.8% | +59.0% | +24.4% |
| 6M | +40.8% | -32.6% | +73.4% | +43.0% |
| YTD | +4.8% | -31.7% | +36.5% | +6.6% |
| 1Y | +15.7% | -35.0% | +50.7% | +18.0% |
| All | +15.7% | -35.8% | +51.5% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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