+30.7%
SPGI vs GEHC
+18.1%
+12.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.6% |
| 7D | +0.3% | +7.6% | -7.3% | -1.5% |
| 30D | +18.4% | +27.5% | -9.1% | +11.4% |
| 3M | +15.7% | +17.2% | -1.5% | +11.1% |
| 6M | +17.3% | +33.6% | -16.3% | +8.5% |
| YTD | -4.7% | +0.6% | -5.4% | -5.2% |
| 1Y | +1.8% | +11.3% | -9.5% | -1.6% |
| All | +30.7% | +18.1% | +12.6% | +20.1% |
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