+7.7%
GEHC vs SIRI
-45.7%
+53.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.6% |
| 7D | -7.9% | -3.0% | -4.9% | -7.4% |
| 30D | -11.7% | +1.3% | -13.0% | -12.0% |
| 3M | +0.8% | +5.6% | -4.8% | 0.0% |
| 6M | -11.6% | +35.2% | -46.7% | -16.0% |
| YTD | -21.6% | +49.1% | -70.6% | -26.7% |
| 1Y | -15.3% | +26.8% | -42.1% | -19.0% |
| 3Y | -0.5% | -23.7% | +23.2% | -2.0% |
| All | +7.7% | -45.7% | +53.4% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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