+78.5%
SPY vs GEHC
+1.8%
+76.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.1% |
| 7D | +0.5% | -5.2% | +5.7% | +1.8% |
| 30D | -0.9% | -7.0% | +6.0% | +0.7% |
| 3M | +3.9% | +3.3% | +0.6% | +2.5% |
| 6M | +14.5% | -10.0% | +24.5% | +16.7% |
| YTD | +12.9% | -18.5% | +31.4% | +18.0% |
| 1Y | +19.4% | -14.4% | +33.8% | +22.6% |
| 3Y | +78.5% | +3.4% | +75.0% | +69.1% |
| All | +78.5% | +1.8% | +76.6% | +69.1% |
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