+41.0%
GEHC vs SM
-8.9%
+49.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.7% | +2.3% |
| 7D | +5.6% | -22.3% | +27.9% | +8.2% |
| 30D | +27.9% | -21.4% | +49.2% | +30.6% |
| 3M | +17.1% | +1.4% | +15.8% | +15.3% |
| 6M | +32.5% | +0.1% | +32.4% | +29.8% |
| YTD | +2.7% | +59.0% | -56.3% | -9.3% |
| 1Y | +15.3% | +64.3% | -49.1% | +0.9% |
| 3Y | +23.7% | -13.1% | +36.8% | +17.1% |
| All | +41.0% | -8.9% | +49.9% | +33.4% |
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