+15.7%
GEHC vs SAN
+23.5%
-7.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +6.4% | -0.1% | +4.9% |
| 7D | +13.2% | +4.5% | +8.6% | +12.0% |
| 30D | +30.6% | -12.1% | +42.7% | +34.3% |
| 3M | +22.2% | -15.6% | +37.8% | +26.8% |
| 6M | +40.8% | +5.8% | +35.0% | +32.9% |
| YTD | +4.8% | +5.5% | -0.6% | -2.7% |
| 1Y | +15.7% | +23.6% | -7.9% | +2.3% |
| All | +15.7% | +23.5% | -7.7% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling