+12.5%
GEHC vs SFM
-36.8%
+49.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.4% |
| 7D | +0.8% | +6.0% | -5.3% | +0.4% |
| 30D | +21.3% | -19.5% | +40.8% | +22.0% |
| 3M | +12.6% | -37.0% | +49.6% | +14.6% |
| 6M | +34.3% | -41.0% | +75.3% | +36.6% |
| YTD | +1.4% | -34.6% | +36.1% | +3.2% |
| 1Y | +12.5% | -36.3% | +48.7% | +14.4% |
| All | +12.5% | -36.8% | +49.2% | +14.4% |
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