+85.6%
SE vs GEHC
+6.6%
+79.0%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +2.2% |
| 7D | +0.6% | -5.2% | +5.8% | +2.5% |
| 30D | -0.1% | -7.0% | +6.9% | +2.5% |
| 3M | +34.1% | +3.3% | +30.8% | +31.6% |
| 6M | +23.2% | -10.0% | +33.2% | +26.9% |
| YTD | -11.2% | -18.5% | +7.3% | -5.1% |
| 1Y | -40.5% | -14.4% | -26.1% | -38.0% |
| 3Y | +196.3% | +3.4% | +192.9% | +175.9% |
| All | +85.6% | +6.6% | +79.0% | +59.2% |
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