-15.3%
GEHC vs SGI
-20.9%
+5.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.6% |
| 7D | -7.9% | -4.9% | -3.0% | -6.6% |
| 30D | -11.7% | +1.6% | -13.3% | -12.2% |
| 3M | +0.8% | -3.2% | +4.0% | +0.7% |
| 6M | -11.6% | -16.0% | +4.5% | -8.6% |
| YTD | -21.6% | -25.4% | +3.9% | -17.4% |
| 1Y | -15.3% | -21.6% | +6.3% | -8.9% |
| All | -15.3% | -20.9% | +5.6% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling