+15.5%
GEHC vs SGI
+116.6%
-101.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -4.0% | +8.5% | -12.5% | -6.6% |
| 30D | -2.0% | +0.7% | -2.6% | -2.4% |
| 3M | +8.0% | +0.6% | +7.4% | +6.8% |
| 6M | -12.8% | -17.9% | +5.2% | -7.9% |
| YTD | -15.9% | -21.2% | +5.3% | -10.5% |
| 1Y | -6.9% | -18.9% | +11.9% | -2.3% |
| 3Y | 0.0% | +52.6% | -52.7% | -16.0% |
| All | +15.5% | +116.6% | -101.2% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling