+3.4%
GEHC vs SGI
+59.4%
-55.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -5.2% | +9.3% | -14.5% | -8.1% |
| 30D | -7.0% | +6.9% | -13.8% | -9.2% |
| 3M | +3.3% | +2.8% | +0.5% | +1.3% |
| 6M | -10.0% | -12.6% | +2.6% | -6.8% |
| YTD | -18.5% | -21.5% | +3.1% | -12.8% |
| 1Y | -14.4% | -18.8% | +4.3% | -10.0% |
| 3Y | +3.4% | +60.8% | -57.4% | -14.3% |
| All | +3.4% | +59.4% | -55.9% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling