+12.0%
GEHC vs STRL
+1,484.7%
-1,472.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.2% | -6.3% | -3.2% |
| 7D | -5.2% | +10.1% | -15.3% | -5.8% |
| 30D | -7.0% | -8.2% | +1.2% | -6.6% |
| 3M | +3.3% | -43.7% | +47.0% | +7.3% |
| 6M | -10.0% | +27.1% | -37.1% | -16.0% |
| YTD | -18.5% | +64.0% | -82.5% | -26.6% |
| 1Y | -14.4% | +75.2% | -89.6% | -24.2% |
| 3Y | +3.4% | +539.9% | -536.5% | -27.2% |
| All | +12.0% | +1,484.7% | -1,472.8% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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