-11.4%
GEHC vs SOLS
+22.7%
-34.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.1% |
| 7D | -5.2% | +4.5% | -9.7% | -5.3% |
| 30D | -7.0% | +6.0% | -13.0% | -7.2% |
| 3M | +3.3% | -19.7% | +23.0% | +5.9% |
| 6M | -10.0% | -10.4% | +0.4% | -9.6% |
| YTD | -18.5% | +33.3% | -51.7% | -22.2% |
| All | -11.4% | +22.7% | -34.1% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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