+49.2%
SPGI vs GEHC
+34.3%
+14.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.2% |
| 7D | -0.9% | +5.6% | -6.5% | -2.2% |
| 30D | +15.5% | +27.9% | -12.4% | +8.7% |
| 3M | +15.7% | +17.1% | -1.5% | +11.1% |
| 6M | +19.1% | +32.5% | -13.5% | +10.5% |
| YTD | -4.1% | +2.7% | -6.7% | -5.2% |
| 1Y | +1.2% | +15.3% | -14.1% | -3.2% |
| 3Y | +31.6% | +23.7% | +7.9% | +20.5% |
| All | +49.2% | +34.3% | +14.9% | +31.4% |
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 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