+24.0%
SE vs GEHC
+31.6%
-7.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.7% |
| 7D | +2.0% | +7.6% | -5.6% | -0.6% |
| 30D | -20.0% | +27.5% | -47.5% | -26.9% |
| 3M | -31.8% | +17.2% | -49.0% | -35.7% |
| 6M | -15.9% | +33.6% | -49.5% | -25.1% |
| YTD | -40.6% | +0.6% | -41.3% | -41.4% |
| 1Y | -50.7% | +11.3% | -62.0% | -53.3% |
| 3Y | +70.3% | +16.5% | +53.8% | +53.0% |
| All | +24.0% | +31.6% | -7.6% | -1.6% |
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