+12.0%
GEHC vs SNAP
-40.7%
+52.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.9% |
| 7D | -5.2% | +1.5% | -6.7% | -5.4% |
| 30D | -7.0% | +1.9% | -8.8% | -7.4% |
| 3M | +3.3% | -3.9% | +7.2% | +3.2% |
| 6M | -10.0% | +5.2% | -15.2% | -11.8% |
| YTD | -18.5% | -32.7% | +14.2% | -15.1% |
| 1Y | -14.4% | -24.8% | +10.4% | -12.8% |
| 3Y | +3.4% | -42.2% | +45.6% | +0.7% |
| All | +12.0% | -40.7% | +52.7% | -10.5% |
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