+16.5%
GEHC vs SIMO
+214.6%
-198.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.2% | -5.8% | -1.7% |
| 7D | +7.6% | -22.0% | +29.6% | +7.7% |
| 30D | +27.5% | -43.0% | +70.5% | +28.0% |
| 3M | +17.2% | -39.1% | +56.4% | +17.5% |
| 6M | +33.6% | -33.3% | +66.9% | +32.1% |
| YTD | +0.6% | +77.0% | -76.3% | -18.2% |
| 1Y | +11.3% | +73.0% | -61.7% | -9.1% |
| 3Y | +16.5% | +215.7% | -199.2% | -32.1% |
| All | +16.5% | +214.6% | -198.1% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling