+310.2%
SHOP vs GEHC
+32.0%
+278.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.4% |
| 7D | -2.5% | -3.7% | +1.3% | -0.5% |
| 30D | -16.7% | +22.0% | -38.7% | -24.9% |
| 3M | -2.2% | +13.6% | -15.8% | -8.4% |
| 6M | +45.6% | +34.0% | +11.5% | +24.4% |
| YTD | -7.3% | +0.9% | -8.2% | -8.9% |
| 1Y | -6.1% | +12.7% | -18.8% | -13.2% |
| 3Y | +143.3% | +19.4% | +123.9% | +114.1% |
| All | +310.2% | +32.0% | +278.2% | +253.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling