+29.4%
STM vs GEHC
+32.6%
-3.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.9% | +0.1% |
| 7D | +12.0% | +0.8% | +11.2% | +11.7% |
| 30D | -0.4% | +21.3% | -21.7% | -7.0% |
| 3M | -13.2% | +12.6% | -25.8% | -16.9% |
| 6M | -26.1% | +34.3% | -60.4% | -35.0% |
| YTD | +81.2% | +1.4% | +79.8% | +79.5% |
| 1Y | +98.3% | +12.5% | +85.9% | +86.9% |
| 3Y | +16.7% | +19.2% | -2.5% | +5.5% |
| All | +29.4% | +32.6% | -3.2% | +15.4% |
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