+25.8%
SE vs GEHC
+33.6%
-7.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | 0.0% | +3.7% | -3.7% | -1.2% |
| 30D | -19.4% | +27.3% | -46.7% | -26.3% |
| 3M | -33.1% | +14.7% | -47.8% | -36.5% |
| 6M | -11.4% | +31.9% | -43.4% | -20.7% |
| YTD | -39.8% | +2.2% | -42.0% | -40.9% |
| 1Y | -50.5% | +14.1% | -64.5% | -53.5% |
| 3Y | +68.9% | +21.0% | +47.9% | +49.2% |
| All | +25.8% | +33.6% | -7.8% | -0.8% |
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