+12.7%
GEHC vs SM
+72.9%
-60.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.6% | -6.8% | -0.6% |
| 7D | -3.7% | +0.3% | -4.1% | -3.7% |
| 30D | +22.0% | -17.3% | +39.3% | +19.8% |
| 3M | +13.6% | -3.6% | +17.2% | +13.2% |
| 6M | +34.0% | +2.9% | +31.1% | +34.3% |
| YTD | +0.9% | +70.2% | -69.3% | -3.2% |
| 1Y | +12.7% | +66.5% | -53.8% | +8.4% |
| All | +12.7% | +72.9% | -60.2% | +8.4% |
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