+268.5%
SHOP vs GEHC
+6.6%
+261.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.0% | -4.5% | -6.1% |
| 7D | -4.1% | -5.2% | +1.1% | -1.5% |
| 30D | -11.5% | -7.0% | -4.6% | -8.2% |
| 3M | +21.1% | +3.3% | +17.7% | +18.4% |
| 6M | +3.0% | -10.0% | +13.0% | +7.6% |
| YTD | -16.7% | -18.5% | +1.8% | -8.7% |
| 1Y | -8.3% | -14.4% | +6.1% | -2.3% |
| 3Y | +112.8% | +3.4% | +109.4% | +103.1% |
| All | +268.5% | +6.6% | +261.9% | +254.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling