+34.5%
SHW vs GEHC
+2.6%
+31.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | -4.5% | -7.9% | +3.4% | -2.1% |
| 30D | -12.7% | -11.7% | -1.0% | -9.3% |
| 3M | +4.7% | +0.8% | +3.9% | +4.0% |
| 6M | -3.4% | -11.6% | +8.2% | -0.5% |
| YTD | -1.3% | -21.6% | +20.2% | +5.0% |
| 1Y | -10.4% | -15.3% | +5.0% | -6.8% |
| 3Y | +20.1% | -0.5% | +20.6% | +17.5% |
| All | +34.5% | +2.6% | +31.9% | +25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling