-28.2%
GEHC vs SARO
-21.9%
-6.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | -7.6% | +0.6% | -8.3% | -7.8% |
| 30D | -10.7% | -14.5% | +3.9% | -7.0% |
| 3M | -1.2% | -5.3% | +4.1% | -1.3% |
| 6M | -13.7% | -15.3% | +1.5% | -11.3% |
| YTD | -20.4% | -15.6% | -4.9% | -18.4% |
| 1Y | -17.0% | -9.1% | -8.0% | -17.7% |
| All | -28.2% | -21.9% | -6.3% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling