-13.9%
GEHC vs SN
+496.6%
-510.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.3% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | -7.0% | -5.6% | -1.4% | -5.9% |
| 3M | +3.3% | +48.1% | -44.8% | -6.0% |
| 6M | -10.0% | +57.6% | -67.6% | -19.6% |
| YTD | -18.5% | +56.5% | -75.0% | -27.3% |
| 1Y | -14.4% | +52.6% | -67.0% | -23.6% |
| 3Y | +3.4% | +412.0% | -408.5% | -20.3% |
| All | -13.9% | +496.6% | -510.6% | -33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling