+7.2%
GEHC vs SPYG
+134.9%
-127.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.1% |
| 7D | -7.2% | -0.9% | -6.3% | -6.6% |
| 30D | -11.6% | -1.5% | -10.0% | -10.6% |
| 3M | -0.8% | +3.7% | -4.6% | -4.2% |
| 6M | -11.9% | +16.4% | -28.3% | -22.7% |
| YTD | -21.9% | +13.3% | -35.3% | -30.2% |
| 1Y | -17.8% | +17.9% | -35.7% | -28.9% |
| 3Y | -3.5% | +98.3% | -101.9% | -48.1% |
| All | +7.2% | +134.9% | -127.7% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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