+19.2%
GEHC vs SIMO
+221.6%
-202.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.6% | +7.0% | +1.5% |
| 7D | +0.8% | +4.1% | -3.3% | +0.8% |
| 30D | +21.3% | -24.0% | +45.3% | +21.4% |
| 3M | +12.6% | -31.8% | +44.3% | +12.7% |
| 6M | +34.3% | -36.9% | +71.2% | +33.8% |
| YTD | +1.4% | +84.8% | -83.4% | -17.6% |
| 1Y | +12.5% | +99.0% | -86.5% | -10.8% |
| 3Y | +19.2% | +217.9% | -198.7% | -29.1% |
| All | +19.2% | +221.6% | -202.4% | -29.1% |
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