+23.3%
STM vs GEHC
+34.3%
-10.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.8% | +6.1% |
| 7D | -5.6% | +5.6% | -11.2% | -7.3% |
| 30D | -14.4% | +27.9% | -42.3% | -21.6% |
| 3M | -20.5% | +17.1% | -37.6% | -25.0% |
| 6M | -24.5% | +32.5% | -57.1% | -33.2% |
| YTD | +72.7% | +2.7% | +70.0% | +70.4% |
| 1Y | +91.0% | +15.3% | +75.8% | +78.3% |
| 3Y | +13.5% | +23.7% | -10.2% | +1.4% |
| All | +23.3% | +34.3% | -10.9% | +9.6% |
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