+105.6%
SPY vs GEHC
+4.1%
+101.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.1% |
| 7D | -0.4% | -7.6% | +7.3% | +1.4% |
| 30D | -1.4% | -10.7% | +9.3% | +1.0% |
| 3M | +3.7% | -1.2% | +4.9% | +3.5% |
| 6M | +13.0% | -13.7% | +26.7% | +16.1% |
| YTD | +12.4% | -20.4% | +32.8% | +17.6% |
| 1Y | +18.5% | -17.0% | +35.6% | +22.4% |
| 3Y | +77.6% | +0.9% | +76.7% | +72.0% |
| All | +105.6% | +4.1% | +101.5% | +96.5% |
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