+25.8%
SLB vs GEHC
+10.0%
+15.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | +0.8% | -4.0% | +4.8% | +1.9% |
| 30D | +15.8% | -2.0% | +17.8% | +16.3% |
| 3M | -0.3% | +8.0% | -8.3% | -3.1% |
| 6M | +21.3% | -12.8% | +34.1% | +25.3% |
| YTD | +52.3% | -15.9% | +68.2% | +59.0% |
| 1Y | +63.6% | -6.9% | +70.5% | +64.9% |
| 3Y | +3.8% | 0.0% | +3.8% | +2.3% |
| All | +25.8% | +10.0% | +15.8% | +23.5% |
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