+38.2%
SHW vs GEHC
+6.6%
+31.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.4% |
| 7D | -1.2% | -5.2% | +4.0% | +0.4% |
| 30D | -11.6% | -7.0% | -4.6% | -9.7% |
| 3M | +9.1% | +3.3% | +5.8% | +7.6% |
| 6M | -0.7% | -10.0% | +9.3% | +1.7% |
| YTD | +1.4% | -18.5% | +19.8% | +6.6% |
| 1Y | -12.3% | -14.4% | +2.1% | -9.2% |
| 3Y | +23.4% | +3.4% | +19.9% | +19.3% |
| All | +38.2% | +6.6% | +31.6% | +26.9% |
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