+12.0%
GEHC vs SPG
+115.3%
-103.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.0% |
| 3M | +3.3% | +3.3% | 0.0% | +1.0% |
| 6M | -10.0% | +11.2% | -21.2% | -16.0% |
| YTD | -18.5% | +17.1% | -35.5% | -26.2% |
| 1Y | -14.4% | +21.6% | -36.0% | -24.4% |
| 3Y | +3.4% | +111.9% | -108.4% | -31.7% |
| All | +12.0% | +115.3% | -103.4% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling