-29.5%
GEHC vs SARO
-22.5%
-7.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.9% |
| 7D | -7.2% | -3.1% | -4.1% | -6.4% |
| 30D | -11.6% | -12.2% | +0.7% | -8.5% |
| 3M | -0.8% | -7.4% | +6.5% | -0.3% |
| 6M | -11.9% | -15.3% | +3.4% | -9.4% |
| YTD | -21.9% | -16.2% | -5.8% | -19.8% |
| 1Y | -17.8% | -12.1% | -5.7% | -17.5% |
| All | -29.5% | -22.5% | -7.1% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 5y: compounded portfolio wealth divided by compounded SARO 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…
5y analysis · Full analysis span regression · 6 months rolling