+43.1%
SO vs GEHC
+10.0%
+33.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.7% |
| 7D | -0.2% | -4.0% | +3.8% | +0.1% |
| 30D | -4.6% | -2.0% | -2.6% | -4.5% |
| 3M | -3.0% | +8.0% | -11.0% | -3.6% |
| 6M | -8.3% | -12.8% | +4.5% | -7.7% |
| YTD | +3.5% | -15.9% | +19.5% | +4.3% |
| 1Y | -0.9% | -6.9% | +6.0% | -1.0% |
| 3Y | +45.4% | 0.0% | +45.4% | +43.0% |
| All | +43.1% | +10.0% | +33.1% | +36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling