+37.3%
GEHC vs SPG
+140.0%
-102.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | -2.3% | +3.1% | -5.4% | -4.2% |
| 30D | +19.0% | +16.4% | +2.6% | +8.3% |
| 3M | +13.3% | +7.1% | +6.2% | +8.5% |
| 6M | +31.5% | +16.1% | +15.5% | +19.6% |
| YTD | 0.0% | +30.4% | -30.5% | -15.4% |
| 1Y | +9.4% | +33.0% | -23.6% | -8.5% |
| 3Y | +18.3% | +134.6% | -116.3% | -26.6% |
| All | +37.3% | +140.0% | -102.7% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling