+15.5%
GEHC vs SAN
+484.8%
-469.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -4.0% | +1.8% | -5.8% | -4.6% |
| 30D | -2.0% | +2.0% | -3.9% | -2.6% |
| 3M | +8.0% | +19.7% | -11.8% | +0.7% |
| 6M | -12.8% | +30.6% | -43.4% | -21.3% |
| YTD | -15.9% | +28.8% | -44.8% | -24.2% |
| 1Y | -6.9% | +57.8% | -64.7% | -21.9% |
| 3Y | 0.0% | +338.1% | -338.2% | -38.7% |
| All | +15.5% | +484.8% | -469.4% | -35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling