+21.2%
GEHC vs STRL
+280.2%
-259.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -1.8% |
| 7D | +7.6% | -26.9% | +34.5% | +8.8% |
| 30D | +27.5% | -52.7% | +80.1% | +32.0% |
| 3M | +17.2% | -52.8% | +70.1% | +21.2% |
| 6M | +33.6% | -71.5% | +105.1% | +42.5% |
| YTD | +0.6% | -17.4% | +18.1% | -7.5% |
| 1Y | +11.3% | -35.0% | +46.2% | +5.4% |
| All | +21.2% | +280.2% | -259.0% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling