+39.3%
GEHC vs STT
+150.9%
-111.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.5% |
| 7D | +0.8% | +4.8% | -4.0% | -1.1% |
| 30D | +21.3% | +3.9% | +17.4% | +19.4% |
| 3M | +12.6% | -8.2% | +20.7% | +16.2% |
| 6M | +34.3% | +15.6% | +18.7% | +24.0% |
| YTD | +1.4% | +37.6% | -36.2% | -13.8% |
| 1Y | +12.5% | +50.1% | -37.7% | -8.1% |
| 3Y | +19.2% | +183.1% | -163.8% | -23.0% |
| All | +39.3% | +150.9% | -111.6% | -18.6% |
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