-17.0%
GEHC vs SM
+46.0%
-63.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.4% |
| 7D | -7.6% | -0.2% | -7.4% | -7.6% |
| 30D | -10.7% | +20.3% | -30.9% | -9.4% |
| 3M | -1.2% | +22.9% | -24.1% | +0.2% |
| 6M | -13.7% | +47.8% | -61.6% | -12.0% |
| YTD | -20.4% | +107.5% | -127.9% | -19.8% |
| 1Y | -17.0% | +51.7% | -68.8% | -18.5% |
| All | -17.0% | +46.0% | -63.1% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling