+151.9%
SHOP vs GEHC
+20.5%
+131.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.1% |
| 7D | -2.7% | +5.6% | -8.3% | -5.3% |
| 30D | -11.0% | +27.9% | -38.9% | -21.8% |
| 3M | +0.3% | +17.1% | -16.8% | -7.6% |
| 6M | +37.7% | +32.5% | +5.2% | +18.2% |
| YTD | -5.5% | +2.7% | -8.2% | -7.8% |
| 1Y | -0.2% | +15.3% | -15.5% | -9.0% |
| 3Y | +151.9% | +23.7% | +128.2% | +136.5% |
| All | +151.9% | +20.5% | +131.4% | +136.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling