+7.7%
GEHC vs SSNC
+60.5%
-52.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -7.9% | -6.7% | -1.1% | -4.7% |
| 30D | -11.7% | -0.8% | -10.9% | -11.4% |
| 3M | +0.8% | +16.1% | -15.2% | -6.3% |
| 6M | -11.6% | +7.9% | -19.5% | -15.0% |
| YTD | -21.6% | -8.7% | -12.9% | -18.2% |
| 1Y | -15.3% | -9.5% | -5.8% | -11.3% |
| 3Y | -0.5% | +47.7% | -48.2% | -14.9% |
| All | +7.7% | +60.5% | -52.8% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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