+9.3%
GEHC vs SGI
+111.5%
-102.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.8% |
| 7D | -7.6% | +0.6% | -8.2% | -7.8% |
| 30D | -10.7% | +5.5% | -16.2% | -12.3% |
| 3M | -1.2% | -3.6% | +2.4% | -0.8% |
| 6M | -13.7% | -15.0% | +1.3% | -10.0% |
| YTD | -20.4% | -23.0% | +2.6% | -14.7% |
| 1Y | -17.0% | -18.4% | +1.4% | -13.1% |
| 3Y | +0.9% | +57.8% | -56.8% | -15.7% |
| All | +9.3% | +111.5% | -102.3% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling