+15.7%
GEHC vs SW
+29.5%
-13.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.1% | +2.3% | +5.4% |
| 7D | +13.2% | +12.1% | +1.1% | +10.3% |
| 30D | +30.6% | +6.6% | +24.0% | +28.6% |
| 3M | +22.2% | -6.0% | +28.2% | +23.8% |
| 6M | +40.8% | +21.5% | +19.4% | +30.2% |
| YTD | +4.8% | +20.3% | -15.5% | -4.4% |
| 1Y | +15.7% | +28.1% | -12.4% | +3.6% |
| All | +15.7% | +29.5% | -13.8% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling