+43.7%
STM vs GEHC
+6.6%
+37.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.5% |
| 7D | +5.2% | -5.2% | +10.4% | +7.1% |
| 30D | -7.4% | -7.0% | -0.4% | -5.1% |
| 3M | -30.6% | +3.3% | -34.0% | -32.7% |
| 6M | +66.4% | -10.0% | +76.4% | +70.4% |
| YTD | +101.1% | -18.5% | +119.6% | +115.5% |
| 1Y | +97.4% | -14.4% | +111.8% | +105.9% |
| 3Y | +21.1% | +3.4% | +17.7% | +15.9% |
| All | +43.7% | +6.6% | +37.0% | +38.6% |
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