+15.5%
GEHC vs STT
+179.5%
-164.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -4.0% | +0.5% | -4.5% | -4.2% |
| 30D | -2.0% | +3.9% | -5.8% | -3.6% |
| 3M | +8.0% | +20.0% | -12.0% | -1.1% |
| 6M | -12.8% | +55.3% | -68.1% | -29.1% |
| YTD | -15.9% | +53.3% | -69.3% | -31.5% |
| 1Y | -6.9% | +74.7% | -81.6% | -28.6% |
| 3Y | 0.0% | +205.8% | -205.9% | -37.8% |
| All | +15.5% | +179.5% | -164.0% | -35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling