+38.6%
GEHC vs SPY
+103.0%
-64.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -2.6% |
| 7D | -3.7% | -0.9% | -2.8% | -3.0% |
| 30D | +22.0% | -2.4% | +24.4% | +24.8% |
| 3M | +13.6% | -1.2% | +14.8% | +14.7% |
| 6M | +34.0% | +3.3% | +30.7% | +28.2% |
| YTD | +0.9% | +12.3% | -11.4% | -12.2% |
| 1Y | +12.7% | +12.4% | +0.3% | -2.1% |
| 3Y | +19.4% | +78.8% | -59.4% | -37.0% |
| All | +38.6% | +103.0% | -64.4% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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