+9.3%
GEHC vs SAN
+475.0%
-465.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.0% |
| 7D | -7.6% | -0.5% | -7.2% | -7.5% |
| 30D | -10.7% | -0.1% | -10.6% | -10.7% |
| 3M | -1.2% | +19.6% | -20.9% | -7.9% |
| 6M | -13.7% | +32.7% | -46.4% | -22.6% |
| YTD | -20.4% | +26.7% | -47.1% | -27.8% |
| 1Y | -17.0% | +51.6% | -68.7% | -29.5% |
| 3Y | +0.9% | +348.7% | -347.8% | -38.4% |
| All | +9.3% | +475.0% | -465.8% | -38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling