+124.0%
SHOP vs GEHC
+1.7%
+122.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | -5.1% | -4.0% | -1.1% | -3.1% |
| 30D | +0.6% | -2.0% | +2.6% | +1.7% |
| 3M | +25.0% | +8.0% | +17.1% | +19.2% |
| 6M | +11.9% | -12.8% | +24.7% | +19.4% |
| YTD | -9.9% | -15.9% | +6.1% | -2.2% |
| 1Y | 0.0% | -6.9% | +6.9% | +1.9% |
| All | +124.0% | +1.7% | +122.3% | +102.1% |
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