+12.0%
GEHC vs SIMO
+348.1%
-336.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.2% | -9.2% | -3.1% |
| 7D | -5.2% | +14.6% | -19.8% | -5.4% |
| 30D | -7.0% | +6.2% | -13.2% | -7.1% |
| 3M | +3.3% | +3.6% | -0.2% | +2.8% |
| 6M | -10.0% | +130.8% | -140.8% | -18.2% |
| YTD | -18.5% | +195.8% | -214.2% | -29.8% |
| 1Y | -14.4% | +225.0% | -239.4% | -27.8% |
| 3Y | +3.4% | +452.3% | -448.9% | -21.2% |
| All | +12.0% | +348.1% | -336.2% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling