+15.5%
GEHC vs SW
+40.9%
-25.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | -4.0% | -5.1% | +1.1% | -2.9% |
| 30D | -2.0% | -4.6% | +2.6% | -1.0% |
| 3M | +8.0% | +9.4% | -1.4% | +5.1% |
| 6M | -12.8% | +3.5% | -16.3% | -14.4% |
| YTD | -15.9% | +22.0% | -38.0% | -20.6% |
| 1Y | -6.9% | +2.2% | -9.1% | -9.2% |
| 3Y | 0.0% | +19.6% | -19.6% | -4.8% |
| All | +15.5% | +40.9% | -25.5% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling