+17.2%
SBUX vs GEHC
+32.6%
-15.4%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | +1.6% | +0.8% | +0.8% | +1.4% |
| 30D | +14.8% | +21.3% | -6.5% | +9.9% |
| 3M | -0.8% | +12.6% | -13.4% | -3.5% |
| 6M | +2.2% | +34.3% | -32.1% | -4.9% |
| YTD | +29.5% | +1.4% | +28.0% | +28.4% |
| 1Y | +27.0% | +12.5% | +14.6% | +22.4% |
| 3Y | +10.9% | +19.2% | -8.3% | +3.9% |
| All | +17.2% | +32.6% | -15.4% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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