+15.5%
GEHC vs SIMO
+322.1%
-306.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.7% | -9.9% | -1.4% |
| 7D | -4.0% | +4.2% | -8.2% | -4.1% |
| 30D | -2.0% | +4.1% | -6.1% | -2.1% |
| 3M | +8.0% | -12.9% | +20.9% | +8.1% |
| 6M | -12.8% | +110.3% | -123.1% | -20.2% |
| YTD | -15.9% | +178.6% | -194.5% | -27.5% |
| 1Y | -6.9% | +220.0% | -226.9% | -22.0% |
| 3Y | 0.0% | +409.0% | -409.1% | -23.7% |
| All | +15.5% | +322.1% | -306.7% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling