+41.4%
SHW vs GEHC
+10.0%
+31.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +0.8% |
| 7D | -3.2% | -4.0% | +0.8% | -2.0% |
| 30D | -9.5% | -2.0% | -7.6% | -9.0% |
| 3M | +11.5% | +8.0% | +3.5% | +8.4% |
| 6M | -3.5% | -12.8% | +9.2% | -0.4% |
| YTD | +3.7% | -15.9% | +19.6% | +8.1% |
| 1Y | -7.9% | -6.9% | -1.0% | -6.9% |
| 3Y | +24.7% | 0.0% | +24.7% | +21.1% |
| All | +41.4% | +10.0% | +31.5% | +28.7% |
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