+23.7%
GEHC vs STLA
-73.7%
+97.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +5.6% | -6.4% | +12.0% | +7.7% |
| 30D | +27.9% | -1.3% | +29.2% | +28.1% |
| 3M | +17.1% | -19.9% | +37.1% | +24.3% |
| 6M | +32.5% | -42.9% | +75.4% | +55.6% |
| YTD | +2.7% | -59.4% | +62.1% | +32.1% |
| 1Y | +15.3% | -56.8% | +72.1% | +44.8% |
| 3Y | +23.7% | -73.1% | +96.7% | +82.0% |
| All | +23.7% | -73.7% | +97.4% | +82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling