+35.9%
SPGI vs GEHC
+6.6%
+29.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.2% | -2.5% |
| 7D | -2.5% | -5.2% | +2.7% | -1.2% |
| 30D | +5.4% | -7.0% | +12.4% | +7.3% |
| 3M | +9.0% | +3.3% | +5.7% | +7.7% |
| 6M | +0.8% | -10.0% | +10.8% | +2.8% |
| YTD | -12.6% | -18.5% | +5.9% | -8.5% |
| 1Y | -16.1% | -14.4% | -1.7% | -13.6% |
| 3Y | +19.0% | +3.4% | +15.6% | +14.1% |
| All | +35.9% | +6.6% | +29.3% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling