+7.7%
GEHC vs SPMO
+170.3%
-162.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.5% |
| 7D | -7.9% | +0.1% | -7.9% | -7.9% |
| 30D | -11.7% | -0.7% | -11.0% | -11.5% |
| 3M | +0.8% | +2.8% | -2.0% | -3.4% |
| 6M | -11.6% | +24.4% | -36.0% | -27.0% |
| YTD | -21.6% | +24.2% | -45.7% | -35.3% |
| 1Y | -15.3% | +24.5% | -39.8% | -30.3% |
| 3Y | -0.5% | +155.6% | -156.1% | -50.9% |
| All | +7.7% | +170.3% | -162.6% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling