+39.3%
GEHC vs SPYG
+123.8%
-84.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +2.1% |
| 7D | +0.8% | +2.3% | -1.6% | -0.8% |
| 30D | +21.3% | -6.5% | +27.8% | +26.6% |
| 3M | +12.6% | -6.8% | +19.4% | +17.7% |
| 6M | +34.3% | -3.1% | +37.4% | +35.4% |
| YTD | +1.4% | +8.0% | -6.6% | -6.6% |
| 1Y | +12.5% | +10.2% | +2.2% | +1.7% |
| 3Y | +19.2% | +91.0% | -71.8% | -34.6% |
| All | +39.3% | +123.8% | -84.5% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling