+9.3%
GEHC vs SM
+18.9%
-9.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.5% |
| 7D | -7.6% | -0.2% | -7.4% | -7.6% |
| 30D | -10.7% | +20.3% | -30.9% | -12.9% |
| 3M | -1.2% | +22.9% | -24.1% | -4.4% |
| 6M | -13.7% | +47.8% | -61.6% | -20.1% |
| YTD | -20.4% | +107.5% | -127.9% | -31.3% |
| 1Y | -17.0% | +51.7% | -68.8% | -24.3% |
| 3Y | +0.9% | -0.9% | +1.8% | -5.8% |
| All | +9.3% | +18.9% | -9.7% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling