+41.0%
GEHC vs SIMO
+184.3%
-143.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.7% | -3.7% | +2.0% |
| 7D | +5.6% | -8.2% | +13.8% | +5.6% |
| 30D | +27.9% | -34.6% | +62.5% | +28.3% |
| 3M | +17.1% | -32.6% | +49.8% | +17.4% |
| 6M | +32.5% | -31.8% | +64.4% | +31.7% |
| YTD | +2.7% | +87.6% | -85.0% | -11.3% |
| 1Y | +15.3% | +86.7% | -71.4% | -0.5% |
| 3Y | +23.7% | +227.4% | -203.8% | -5.3% |
| All | +41.0% | +184.3% | -143.3% | +9.9% |
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