+9.3%
GEHC vs SMTC
+463.2%
-453.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.5% |
| 7D | -7.6% | +22.5% | -30.1% | -9.1% |
| 30D | -10.7% | +24.9% | -35.5% | -12.5% |
| 3M | -1.2% | +4.1% | -5.3% | -2.4% |
| 6M | -13.7% | +92.6% | -106.3% | -21.3% |
| YTD | -20.4% | +122.5% | -142.9% | -28.9% |
| 1Y | -17.0% | +166.2% | -183.3% | -27.7% |
| 3Y | +0.9% | +577.2% | -576.2% | -25.2% |
| All | +9.3% | +463.2% | -453.9% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling