+179.5%
SLV vs GEHC
+6.6%
+172.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.3% | -0.3% |
| 7D | +2.5% | -5.2% | +7.7% | +3.3% |
| 30D | +3.3% | -7.0% | +10.2% | +4.4% |
| 3M | -3.6% | +3.3% | -6.9% | -4.4% |
| 6M | -21.8% | -10.0% | -11.8% | -20.7% |
| YTD | -7.8% | -18.5% | +10.6% | -5.2% |
| 1Y | +58.3% | -14.4% | +72.7% | +61.6% |
| 3Y | +182.6% | +3.4% | +179.2% | +186.4% |
| All | +179.5% | +6.6% | +172.9% | +182.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling