+9.3%
GEHC vs SBAC
-30.6%
+39.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.2% |
| 7D | -7.6% | +0.2% | -7.8% | -7.7% |
| 30D | -10.7% | +3.9% | -14.5% | -11.5% |
| 3M | -1.2% | -8.2% | +7.0% | +0.4% |
| 6M | -13.7% | -2.8% | -10.9% | -13.5% |
| YTD | -20.4% | -1.5% | -18.9% | -20.6% |
| 1Y | -17.0% | 0.0% | -17.1% | -17.7% |
| 3Y | +0.9% | -8.4% | +9.3% | +0.6% |
| All | +9.3% | -30.6% | +39.9% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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