+44.4%
STM vs GEHC
+10.0%
+34.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.3% |
| 7D | +5.8% | -4.0% | +9.8% | +7.3% |
| 30D | -1.0% | -2.0% | +1.0% | -0.4% |
| 3M | -33.3% | +8.0% | -41.2% | -36.3% |
| 6M | +57.4% | -12.8% | +70.1% | +64.3% |
| YTD | +102.2% | -15.9% | +118.1% | +114.3% |
| 1Y | +99.6% | -6.9% | +106.5% | +100.7% |
| 3Y | +14.5% | 0.0% | +14.6% | +10.2% |
| All | +44.4% | +10.0% | +34.5% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling