+5.0%
GEHC vs SPG
+111.2%
-106.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -0.5% |
| 7D | -4.0% | -2.4% | -1.6% | -2.4% |
| 30D | -2.0% | -6.8% | +4.9% | +3.0% |
| 3M | +8.0% | +2.7% | +5.3% | +5.6% |
| 6M | -12.8% | +5.5% | -18.2% | -16.3% |
| YTD | -15.9% | +15.7% | -31.6% | -24.5% |
| 1Y | -6.9% | +20.9% | -27.8% | -19.1% |
| All | +5.0% | +111.2% | -106.1% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling