+304.2%
SHOP vs GEHC
+32.6%
+271.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.5% |
| 7D | -1.2% | +0.8% | -2.0% | -1.6% |
| 30D | -14.7% | +21.3% | -36.0% | -22.8% |
| 3M | -7.2% | +12.6% | -19.8% | -12.7% |
| 6M | +54.2% | +34.3% | +19.9% | +31.7% |
| YTD | -8.6% | +1.4% | -10.0% | -10.4% |
| 1Y | +0.5% | +12.5% | -11.9% | -7.0% |
| 3Y | +135.9% | +19.2% | +116.7% | +107.8% |
| All | +304.2% | +32.6% | +271.6% | +247.5% |
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