+37.3%
GEHC vs SNAP
-43.0%
+80.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.6% |
| 7D | -2.3% | +2.6% | -4.8% | -2.7% |
| 30D | +19.0% | -19.6% | +38.6% | +22.5% |
| 3M | +13.3% | +0.4% | +12.9% | +12.6% |
| 6M | +31.5% | -5.9% | +37.5% | +31.1% |
| YTD | 0.0% | -35.3% | +35.3% | +4.3% |
| 1Y | +9.4% | -42.6% | +51.9% | +15.9% |
| 3Y | +18.3% | -53.9% | +72.2% | +19.2% |
| All | +37.3% | -43.0% | +80.3% | +9.9% |
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