-11.6%
SHOP vs GEHC
-16.2%
+4.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.4% | -3.0% | -4.4% |
| 7D | -10.6% | -7.6% | -3.0% | -7.4% |
| 30D | -18.3% | -10.7% | -7.6% | -14.1% |
| 3M | +14.8% | -1.2% | +16.0% | +15.6% |
| 6M | -5.0% | -13.7% | +8.7% | +2.5% |
| YTD | -21.2% | -20.4% | -0.8% | -11.3% |
| 1Y | -11.6% | -17.0% | +5.4% | -6.7% |
| All | -11.6% | -16.2% | +4.6% | -6.7% |
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