+122.3%
SLV vs GEHC
+15.6%
+106.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | +5.1% | +7.6% | -2.5% | +3.7% |
| 30D | -12.9% | +27.5% | -40.4% | -16.9% |
| 3M | -16.1% | +17.2% | -33.3% | -18.6% |
| 6M | -33.2% | +33.6% | -66.8% | -37.2% |
| YTD | -27.2% | +0.6% | -27.9% | -27.4% |
| 1Y | +7.6% | +11.3% | -3.7% | +5.3% |
| 3Y | +122.3% | +16.5% | +105.8% | +117.5% |
| All | +122.3% | +15.6% | +106.8% | +117.5% |
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 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