+12.4%
SPY vs GEHC
+12.6%
-0.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | -0.9% | -3.7% | +2.8% | -0.6% |
| 30D | -2.4% | +22.0% | -24.4% | -4.0% |
| 3M | -1.2% | +13.6% | -14.8% | -2.3% |
| 6M | +3.3% | +34.0% | -30.7% | +0.2% |
| YTD | +12.3% | +0.9% | +11.4% | +13.0% |
| 1Y | +12.4% | +12.7% | -0.3% | +11.4% |
| All | +12.4% | +12.6% | -0.2% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling