+181.6%
SLV vs GEHC
+10.0%
+171.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -0.3% | -4.0% | +3.7% | +0.3% |
| 30D | +6.7% | -2.0% | +8.7% | +7.0% |
| 3M | -10.7% | +8.0% | -18.7% | -12.1% |
| 6M | -20.6% | -12.8% | -7.8% | -19.1% |
| YTD | -7.1% | -15.9% | +8.8% | -4.9% |
| 1Y | +62.0% | -6.9% | +68.9% | +63.2% |
| 3Y | +169.8% | 0.0% | +169.9% | +172.7% |
| All | +181.6% | +10.0% | +171.7% | +183.3% |
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 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