+40.5%
GEHC vs SW
+36.9%
+3.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.1% |
| 7D | +9.6% | +4.7% | +4.9% | +8.6% |
| 30D | +29.4% | +5.0% | +24.4% | +27.9% |
| 3M | +19.3% | -7.3% | +26.6% | +21.0% |
| 6M | +37.4% | +15.0% | +22.4% | +31.7% |
| YTD | +2.3% | +18.5% | -16.2% | -2.9% |
| 1Y | +11.0% | +27.1% | -16.1% | +3.7% |
| 3Y | +17.6% | +49.3% | -31.7% | +11.3% |
| All | +40.5% | +36.9% | +3.6% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling