+9.6%
SBUX vs GEHC
+4.1%
+5.5%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.4% |
| 7D | -6.3% | -7.6% | +1.4% | -4.6% |
| 30D | -3.9% | -10.7% | +6.8% | -1.4% |
| 3M | +3.3% | -1.2% | +4.5% | +3.2% |
| 6M | +1.4% | -13.7% | +15.2% | +4.3% |
| YTD | +21.0% | -20.4% | +41.4% | +26.9% |
| 1Y | +22.4% | -17.0% | +39.5% | +26.7% |
| 3Y | +13.2% | +0.9% | +12.3% | +11.2% |
| All | +9.6% | +4.1% | +5.5% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling