+7.7%
GEHC vs SGI
+105.0%
-97.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.4% |
| 7D | -7.9% | -4.9% | -3.0% | -6.3% |
| 30D | -11.7% | +1.6% | -13.3% | -12.3% |
| 3M | +0.8% | -3.2% | +4.0% | +0.9% |
| 6M | -11.6% | -16.0% | +4.5% | -7.4% |
| YTD | -21.6% | -25.4% | +3.9% | -15.0% |
| 1Y | -15.3% | -21.6% | +6.3% | -10.1% |
| 3Y | -0.5% | +52.9% | -53.4% | -16.0% |
| All | +7.7% | +105.0% | -97.2% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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