+39.3%
GEHC vs SITM
+312.9%
-273.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.5% | +7.0% | +1.9% |
| 7D | +0.8% | +6.6% | -5.8% | +0.2% |
| 30D | +21.3% | -15.3% | +36.6% | +22.4% |
| 3M | +12.6% | -35.4% | +48.0% | +15.7% |
| 6M | +34.3% | -46.8% | +81.1% | +39.7% |
| YTD | +1.4% | +25.9% | -24.4% | -7.2% |
| 1Y | +12.5% | +54.0% | -41.5% | 0.0% |
| 3Y | +19.2% | +315.6% | -296.4% | -13.3% |
| All | +39.3% | +312.9% | -273.6% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling