+23.7%
GEHC vs SPG
+132.9%
-109.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +0.6% |
| 7D | +5.6% | +5.1% | +0.5% | +2.0% |
| 30D | +27.9% | +16.8% | +11.0% | +14.6% |
| 3M | +17.1% | +5.7% | +11.5% | +12.6% |
| 6M | +32.5% | +17.8% | +14.7% | +17.5% |
| YTD | +2.7% | +30.1% | -27.5% | -15.2% |
| 1Y | +15.3% | +32.8% | -17.5% | -6.2% |
| 3Y | +23.7% | +137.2% | -113.5% | -36.6% |
| All | +23.7% | +132.9% | -109.2% | -36.6% |
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