+4.9%
STM vs GEHC
+15.6%
-10.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.1% | +5.0% |
| 7D | -10.7% | +7.6% | -18.3% | -13.0% |
| 30D | -25.7% | +27.5% | -53.2% | -32.1% |
| 3M | -21.6% | +17.2% | -38.8% | -26.2% |
| 6M | -27.8% | +33.6% | -61.4% | -37.0% |
| YTD | +61.8% | +0.6% | +61.1% | +61.9% |
| 1Y | +78.1% | +11.3% | +66.8% | +68.5% |
| 3Y | +4.9% | +16.5% | -11.6% | -3.2% |
| All | +4.9% | +15.6% | -10.7% | -3.2% |
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