-0.7%
SMR vs GEHC
+2.6%
-3.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.1% | -4.9% |
| 7D | +4.7% | -7.9% | +12.6% | +8.5% |
| 30D | +3.2% | -11.7% | +14.9% | +9.1% |
| 3M | +9.9% | +0.8% | +9.1% | +7.0% |
| 6M | -15.1% | -11.6% | -3.5% | -11.4% |
| YTD | -27.9% | -21.6% | -6.4% | -20.3% |
| 1Y | -70.2% | -15.3% | -54.9% | -68.4% |
| 3Y | +72.5% | -0.5% | +73.0% | +59.8% |
| All | -0.7% | +2.6% | -3.3% | -10.7% |
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