+9.3%
GEHC vs SPMO
+175.4%
-166.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -7.6% | +2.7% | -10.3% | -8.8% |
| 30D | -10.7% | +1.1% | -11.7% | -11.2% |
| 3M | -1.2% | +2.0% | -3.3% | -4.5% |
| 6M | -13.7% | +26.5% | -40.3% | -29.4% |
| YTD | -20.4% | +26.5% | -46.9% | -35.0% |
| 1Y | -17.0% | +27.9% | -45.0% | -32.9% |
| 3Y | +0.9% | +160.4% | -159.4% | -50.6% |
| All | +9.3% | +175.4% | -166.1% | -47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling