+7.2%
GEHC vs SPMO
+171.7%
-164.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -7.2% | -0.9% | -6.2% | -6.7% |
| 30D | -11.6% | -1.9% | -9.6% | -10.8% |
| 3M | -0.8% | -1.4% | +0.5% | -2.1% |
| 6M | -11.9% | +25.5% | -37.4% | -27.7% |
| YTD | -21.9% | +24.8% | -46.8% | -35.8% |
| 1Y | -17.8% | +24.5% | -42.3% | -32.3% |
| 3Y | -3.5% | +157.1% | -160.7% | -52.5% |
| All | +7.2% | +171.7% | -164.5% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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