-3.1%
GEHC vs SITM
+423.6%
-426.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.6% |
| 7D | -7.9% | +4.8% | -12.7% | -8.3% |
| 30D | -11.7% | -9.7% | -2.0% | -11.1% |
| 3M | +0.8% | -9.3% | +10.1% | +0.6% |
| 6M | -11.6% | +69.5% | -81.1% | -20.1% |
| YTD | -21.6% | +70.5% | -92.1% | -29.8% |
| 1Y | -15.3% | +145.3% | -160.6% | -28.8% |
| All | -3.1% | +423.6% | -426.7% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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