+3.4%
GEHC vs SMTC
+556.3%
-552.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.0% | -13.0% | -3.8% |
| 7D | -5.2% | +22.9% | -28.1% | -6.8% |
| 30D | -7.0% | +16.6% | -23.6% | -8.5% |
| 3M | +3.3% | +2.4% | +0.9% | +2.3% |
| 6M | -10.0% | +98.3% | -108.3% | -18.8% |
| YTD | -18.5% | +120.7% | -139.2% | -27.7% |
| 1Y | -14.4% | +168.3% | -182.7% | -26.3% |
| 3Y | +3.4% | +571.7% | -568.3% | -26.3% |
| All | +3.4% | +556.3% | -552.8% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 3y: compounded portfolio wealth divided by compounded SMTC 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…
3y analysis · Full analysis span regression · 6 months rolling