+88.9%
SMR vs GEHC
+2.8%
+86.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -3.0% | +18.3% | +16.7% |
| 7D | +21.4% | -5.2% | +26.6% | +24.2% |
| 30D | +13.8% | -7.0% | +20.8% | +17.6% |
| 3M | +3.9% | +3.3% | +0.6% | -0.1% |
| 6M | -4.2% | -10.0% | +5.8% | -0.2% |
| YTD | -21.1% | -18.5% | -2.6% | -13.4% |
| 1Y | -67.1% | -14.4% | -52.7% | -64.9% |
| All | +88.9% | +2.8% | +86.1% | +43.8% |
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