+433.7%
SMH vs GEHC
+2.6%
+431.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.0% |
| 7D | +1.4% | -7.9% | +9.2% | +4.0% |
| 30D | -2.2% | -11.7% | +9.5% | +1.5% |
| 3M | -1.9% | +0.8% | -2.7% | -3.6% |
| 6M | +41.0% | -11.6% | +52.6% | +44.9% |
| YTD | +55.6% | -21.6% | +77.1% | +67.0% |
| 1Y | +86.8% | -15.3% | +102.1% | +93.4% |
| 3Y | +277.7% | -0.5% | +278.2% | +260.0% |
| All | +433.7% | +2.6% | +431.1% | +406.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling