-4.9%
SHOP vs GEHC
+15.6%
-20.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.4% | +1.0% | +4.6% |
| 7D | -9.0% | +13.2% | -22.2% | -13.7% |
| 30D | -4.4% | +30.6% | -35.0% | -14.9% |
| 3M | +24.1% | +22.2% | +1.9% | +13.7% |
| 6M | +20.0% | +40.8% | -20.9% | +3.6% |
| YTD | -4.9% | +4.8% | -9.8% | -6.6% |
| 1Y | -4.9% | +15.7% | -20.6% | -17.6% |
| All | -4.9% | +15.6% | -20.5% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling