+37.3%
GEHC vs STLA
-66.3%
+103.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.1% | +5.2% | +0.9% |
| 7D | -2.3% | -13.1% | +10.8% | +1.8% |
| 30D | +19.0% | -13.3% | +32.3% | +23.9% |
| 3M | +13.3% | -27.9% | +41.1% | +23.8% |
| 6M | +31.5% | -47.8% | +79.4% | +57.9% |
| YTD | 0.0% | -64.6% | +64.5% | +33.1% |
| 1Y | +9.4% | -64.0% | +73.4% | +44.4% |
| 3Y | +18.3% | -76.8% | +95.2% | +73.6% |
| All | +37.3% | -66.3% | +103.6% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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