+12.0%
GEHC vs SPY
+104.1%
-92.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.4% |
| 7D | -5.2% | +0.5% | -5.7% | -5.7% |
| 30D | -7.0% | -0.9% | -6.0% | -6.0% |
| 3M | +3.3% | +3.9% | -0.6% | -1.4% |
| 6M | -10.0% | +14.5% | -24.5% | -23.2% |
| YTD | -18.5% | +12.9% | -31.4% | -29.3% |
| 1Y | -14.4% | +19.4% | -33.8% | -30.3% |
| 3Y | +3.4% | +78.5% | -75.0% | -45.3% |
| All | +12.0% | +104.1% | -92.1% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling