-17.0%
GEHC vs SFM
-47.5%
+30.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.5% | -2.1% |
| 7D | -7.6% | -7.2% | -0.5% | -7.1% |
| 30D | -10.7% | -14.3% | +3.7% | -9.6% |
| 3M | -1.2% | -13.7% | +12.5% | -0.3% |
| 6M | -13.7% | -6.0% | -7.7% | -13.5% |
| YTD | -20.4% | -8.2% | -12.2% | -20.1% |
| 1Y | -17.0% | -46.2% | +29.2% | -12.0% |
| All | -17.0% | -47.5% | +30.5% | -12.0% |
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