+16.5%
GEHC vs SNAP
-53.8%
+70.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +0.9% | -1.3% |
| 7D | +7.6% | -7.1% | +14.7% | +8.6% |
| 30D | +27.5% | -14.6% | +42.1% | +30.0% |
| 3M | +17.2% | -5.0% | +22.2% | +17.5% |
| 6M | +33.6% | -18.8% | +52.4% | +36.0% |
| YTD | +0.6% | -38.5% | +39.2% | +5.5% |
| 1Y | +11.3% | -38.1% | +49.4% | +16.4% |
| 3Y | +16.5% | -53.8% | +70.3% | +8.9% |
| All | +16.5% | -53.8% | +70.3% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling