+12.0%
GEHC vs SPYG
+135.8%
-123.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.7% |
| 7D | -5.2% | +1.2% | -6.4% | -6.0% |
| 30D | -7.0% | -1.6% | -5.4% | -6.0% |
| 3M | +3.3% | +3.4% | 0.0% | +0.1% |
| 6M | -10.0% | +18.9% | -28.9% | -22.3% |
| YTD | -18.5% | +13.8% | -32.3% | -27.3% |
| 1Y | -14.4% | +20.6% | -35.0% | -27.4% |
| 3Y | +3.4% | +100.5% | -97.1% | -44.9% |
| All | +12.0% | +135.8% | -123.9% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling