+9.2%
SLB vs GEHC
+31.6%
-22.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.0% |
| 7D | -7.1% | +7.6% | -14.7% | -8.8% |
| 30D | +4.1% | +27.5% | -23.4% | -2.3% |
| 3M | -2.6% | +17.2% | -19.9% | -6.7% |
| 6M | -8.6% | +33.6% | -42.1% | -16.1% |
| YTD | +32.2% | +0.6% | +31.6% | +31.6% |
| 1Y | +40.7% | +11.3% | +29.4% | +35.7% |
| 3Y | -4.5% | +16.5% | -21.0% | -9.9% |
| All | +9.2% | +31.6% | -22.5% | +2.3% |
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