+52.0%
SO vs GEHC
+32.6%
+19.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.1% |
| 7D | +1.4% | +0.8% | +0.6% | +1.3% |
| 30D | +4.7% | +21.3% | -16.6% | +3.4% |
| 3M | +1.7% | +12.6% | -10.9% | +0.9% |
| 6M | +2.2% | +34.3% | -32.1% | +0.1% |
| YTD | +10.0% | +1.4% | +8.5% | +9.5% |
| 1Y | +6.0% | +12.5% | -6.4% | +4.8% |
| 3Y | +54.1% | +19.2% | +34.9% | +50.0% |
| All | +52.0% | +32.6% | +19.3% | +43.5% |
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