+41.0%
GEHC vs STT
+147.2%
-106.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | +0.7% |
| 7D | +5.6% | +0.9% | +4.7% | +5.3% |
| 30D | +27.9% | -2.3% | +30.2% | +29.0% |
| 3M | +17.1% | -7.0% | +24.1% | +20.3% |
| 6M | +32.5% | +15.5% | +17.1% | +22.4% |
| YTD | +2.7% | +35.6% | -32.9% | -12.2% |
| 1Y | +15.3% | +47.9% | -32.6% | -5.2% |
| 3Y | +23.7% | +181.1% | -157.4% | -19.7% |
| All | +41.0% | +147.2% | -106.2% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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