+6.2%
GEHC vs SN
+659.6%
-653.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -2.2% |
| 7D | +7.6% | +7.2% | +0.4% | +5.9% |
| 30D | +27.5% | +20.4% | +7.1% | +22.2% |
| 3M | +17.2% | +23.9% | -6.7% | +11.4% |
| 6M | +33.6% | +93.0% | -59.5% | +14.2% |
| YTD | +0.6% | +99.2% | -98.6% | -15.1% |
| 1Y | +11.3% | +142.6% | -131.3% | -10.0% |
| 3Y | +16.5% | +398.8% | -382.3% | -14.3% |
| All | +6.2% | +659.6% | -653.3% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling