+7.2%
GEHC vs SITM
+490.4%
-483.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -1.0% |
| 7D | -7.2% | +3.9% | -11.0% | -7.5% |
| 30D | -11.6% | -6.6% | -5.0% | -11.2% |
| 3M | -0.8% | -11.9% | +11.0% | -0.6% |
| 6M | -11.9% | +81.1% | -93.0% | -20.6% |
| YTD | -21.9% | +80.0% | -101.9% | -30.1% |
| 1Y | -17.8% | +145.8% | -163.7% | -30.2% |
| 3Y | -3.5% | +475.9% | -479.4% | -31.3% |
| All | +7.2% | +490.4% | -483.2% | -22.6% |
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