+41.0%
GEHC vs SNAP
-44.9%
+85.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.7% |
| 7D | +5.6% | -7.3% | +13.0% | +6.7% |
| 30D | +27.9% | -18.9% | +46.8% | +31.5% |
| 3M | +17.1% | -5.3% | +22.4% | +17.4% |
| 6M | +32.5% | -16.9% | +49.5% | +34.6% |
| YTD | +2.7% | -37.4% | +40.1% | +7.6% |
| 1Y | +15.3% | -38.5% | +53.8% | +21.0% |
| 3Y | +23.7% | -55.1% | +78.7% | +25.1% |
| All | +41.0% | -44.9% | +85.8% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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