+106.2%
SPYM vs GEHC
+4.1%
+102.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | 0.0% |
| 7D | -0.4% | -7.6% | +7.3% | +1.3% |
| 30D | -1.4% | -10.7% | +9.3% | +1.0% |
| 3M | +3.7% | -1.2% | +4.9% | +3.5% |
| 6M | +13.0% | -13.7% | +26.8% | +16.1% |
| YTD | +12.5% | -20.4% | +32.9% | +17.6% |
| 1Y | +18.6% | -17.0% | +35.7% | +22.4% |
| 3Y | +78.0% | +0.9% | +77.1% | +72.5% |
| All | +106.2% | +4.1% | +102.1% | +97.1% |
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 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