+39.3%
GEHC vs SAN
+384.2%
-344.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.2% |
| 7D | +0.8% | +4.0% | -3.2% | -0.5% |
| 30D | +21.3% | -7.8% | +29.1% | +24.0% |
| 3M | +12.6% | -16.4% | +28.9% | +18.6% |
| 6M | +34.3% | +3.5% | +30.8% | +30.3% |
| YTD | +1.4% | +6.7% | -5.3% | -3.3% |
| 1Y | +12.5% | +14.5% | -2.0% | +4.6% |
| 3Y | +19.2% | +243.5% | -224.3% | -21.5% |
| All | +39.3% | +384.2% | -344.9% | -17.3% |
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