+12.0%
GEHC vs SFM
+126.0%
-114.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.5% | +3.5% | -2.3% |
| 7D | -5.2% | -5.8% | +0.6% | -4.6% |
| 30D | -7.0% | -11.4% | +4.4% | -5.8% |
| 3M | +3.3% | -12.2% | +15.5% | +4.5% |
| 6M | -10.0% | -5.2% | -4.8% | -10.0% |
| YTD | -18.5% | -4.5% | -14.0% | -18.6% |
| 1Y | -14.4% | -45.4% | +31.0% | -8.7% |
| 3Y | +3.4% | +91.1% | -87.7% | -1.4% |
| All | +12.0% | +126.0% | -114.0% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling