-1.7%
GEHC vs SPYG
+98.4%
-100.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | -7.6% | +0.3% | -8.0% | -7.8% |
| 30D | -10.7% | -1.7% | -9.0% | -9.6% |
| 3M | -1.2% | +3.6% | -4.9% | -4.4% |
| 6M | -13.7% | +16.6% | -30.3% | -24.1% |
| YTD | -20.4% | +13.4% | -33.8% | -28.6% |
| 1Y | -17.0% | +19.6% | -36.6% | -28.8% |
| All | -1.7% | +98.4% | -100.1% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling