+3.4%
GEHC vs SFM
+96.9%
-93.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.5% | +3.5% | -2.3% |
| 7D | -5.2% | -5.8% | +0.6% | -4.5% |
| 30D | -7.0% | -11.4% | +4.4% | -5.7% |
| 3M | +3.3% | -12.2% | +15.5% | +4.6% |
| 6M | -10.0% | -5.2% | -4.8% | -10.0% |
| YTD | -18.5% | -4.5% | -14.0% | -18.7% |
| 1Y | -14.4% | -45.4% | +31.0% | -7.5% |
| 3Y | +3.4% | +91.1% | -87.7% | -12.3% |
| All | +3.4% | +96.9% | -93.4% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling