+15.5%
GEHC vs SM
+14.1%
+1.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.9% |
| 7D | -4.0% | +0.1% | -4.1% | -4.0% |
| 30D | -2.0% | +26.3% | -28.3% | -5.1% |
| 3M | +8.0% | +8.7% | -0.7% | +6.2% |
| 6M | -12.8% | +51.7% | -64.4% | -19.8% |
| YTD | -15.9% | +99.0% | -115.0% | -27.0% |
| 1Y | -6.9% | +34.6% | -41.5% | -13.1% |
| 3Y | 0.0% | -7.8% | +7.7% | -6.0% |
| All | +15.5% | +14.1% | +1.4% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling