+15.7%
GEHC vs SN
+156.5%
-140.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.1% | +2.3% | +5.3% |
| 7D | +13.2% | +10.6% | +2.5% | +10.2% |
| 30D | +30.6% | +20.0% | +10.6% | +24.5% |
| 3M | +22.2% | +30.4% | -8.2% | +13.4% |
| 6M | +40.8% | +91.0% | -50.2% | +15.5% |
| YTD | +4.8% | +95.9% | -91.1% | -15.9% |
| 1Y | +15.7% | +158.9% | -143.2% | -13.0% |
| All | +15.7% | +156.5% | -140.7% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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