+3.4%
SLB vs GEHC
+20.0%
-16.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.1% |
| 7D | +3.5% | +0.8% | +2.7% | +3.3% |
| 30D | +6.5% | +21.3% | -14.8% | +0.5% |
| 3M | -0.2% | +12.6% | -12.8% | -3.8% |
| 6M | -5.7% | +34.3% | -40.0% | -14.8% |
| YTD | +36.8% | +1.4% | +35.4% | +36.4% |
| 1Y | +45.8% | +12.5% | +33.3% | +39.6% |
| 3Y | +3.4% | +19.2% | -15.9% | -5.7% |
| All | +3.4% | +20.0% | -16.6% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling