+9.4%
GEHC vs STLA
-64.2%
+73.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.1% | +5.2% | +0.6% |
| 7D | -2.3% | -13.1% | +10.8% | +1.2% |
| 30D | +19.0% | -13.3% | +32.3% | +23.0% |
| 3M | +13.3% | -27.9% | +41.1% | +21.9% |
| 6M | +31.5% | -47.8% | +79.4% | +52.8% |
| YTD | 0.0% | -64.6% | +64.5% | +24.5% |
| 1Y | +9.4% | -64.0% | +73.4% | +35.4% |
| All | +9.4% | -64.2% | +73.5% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling