+32.5%
SPGI vs GEHC
+4.1%
+28.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.1% | -2.0% |
| 7D | -3.1% | -7.6% | +4.5% | -1.2% |
| 30D | +2.0% | -10.7% | +12.7% | +4.8% |
| 3M | +4.3% | -1.2% | +5.5% | +4.2% |
| 6M | -0.2% | -13.7% | +13.5% | +2.9% |
| YTD | -14.8% | -20.4% | +5.6% | -10.3% |
| 1Y | -18.5% | -17.0% | -1.5% | -15.4% |
| 3Y | +16.0% | +0.9% | +15.0% | +11.8% |
| All | +32.5% | +4.1% | +28.4% | +24.4% |
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