-6.9%
GEHC vs SAN
+58.9%
-65.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -4.0% | +1.8% | -5.8% | -4.4% |
| 30D | -2.0% | +2.0% | -3.9% | -2.5% |
| 3M | +8.0% | +19.7% | -11.8% | +0.8% |
| 6M | -12.8% | +30.6% | -43.4% | -21.6% |
| YTD | -15.9% | +28.8% | -44.8% | -24.9% |
| 1Y | -6.9% | +57.8% | -64.7% | -21.7% |
| All | -6.9% | +58.9% | -65.8% | -21.7% |
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