-15.0%
GEHC vs SPG
+22.2%
-37.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.8% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | -7.0% | -4.9% | -2.0% | -3.8% |
| 3M | +3.3% | +3.3% | 0.0% | +0.3% |
| 6M | -10.0% | +11.2% | -21.2% | -16.8% |
| YTD | -18.5% | +17.1% | -35.5% | -26.6% |
| All | -15.0% | +22.2% | -37.2% | -25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling