+626.6%
SPOT vs GEHC
+2.1%
+624.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -3.1% | -7.2% | +4.1% | -1.7% |
| 30D | +7.4% | -11.6% | +18.9% | +9.8% |
| 3M | +8.2% | -0.8% | +9.0% | +8.3% |
| 6M | +2.2% | -11.9% | +14.1% | +4.2% |
| YTD | -9.5% | -21.9% | +12.5% | -5.8% |
| 1Y | -23.8% | -17.8% | -6.0% | -21.8% |
| 3Y | +233.5% | -3.5% | +237.0% | +226.0% |
| All | +626.6% | +2.1% | +624.5% | +610.1% |
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 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