-6.9%
GEHC vs SN
+46.4%
-53.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -4.0% | -9.3% | +5.3% | -1.8% |
| 30D | -2.0% | -4.8% | +2.8% | -1.0% |
| 3M | +8.0% | +40.4% | -32.4% | -2.0% |
| 6M | -12.8% | +50.9% | -63.7% | -23.3% |
| YTD | -15.9% | +54.9% | -70.9% | -26.8% |
| 1Y | -6.9% | +43.0% | -49.9% | -29.1% |
| All | -6.9% | +46.4% | -53.3% | -29.1% |
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