+38.6%
GEHC vs SBAC
-29.4%
+68.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.1% |
| 7D | -3.7% | -2.8% | -1.0% | -3.1% |
| 30D | +22.0% | +3.1% | +18.9% | +21.1% |
| 3M | +13.6% | +5.1% | +8.5% | +12.1% |
| 6M | +34.0% | -11.4% | +45.4% | +36.8% |
| YTD | +0.9% | +0.2% | +0.7% | +0.1% |
| 1Y | +12.7% | -3.9% | +16.7% | +13.1% |
| 3Y | +19.4% | -7.7% | +27.1% | +18.6% |
| All | +38.6% | -29.4% | +68.0% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling