+441.5%
SMH vs GEHC
+2.1%
+439.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +0.3% | -7.2% | +7.4% | +2.6% |
| 30D | -2.8% | -11.6% | +8.8% | +0.9% |
| 3M | -6.7% | -0.8% | -5.9% | -7.9% |
| 6M | +41.8% | -11.9% | +53.7% | +45.8% |
| YTD | +57.9% | -21.9% | +79.8% | +69.7% |
| 1Y | +87.6% | -17.8% | +105.5% | +96.7% |
| 3Y | +282.9% | -3.5% | +286.5% | +268.7% |
| All | +441.5% | +2.1% | +439.5% | +414.6% |
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