+19.2%
GEHC vs SSNC
+58.0%
-38.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | +0.8% | +2.3% | -1.5% | -0.4% |
| 30D | +21.3% | -3.1% | +24.4% | +22.8% |
| 3M | +12.6% | -2.7% | +15.3% | +13.6% |
| 6M | +34.3% | +23.7% | +10.6% | +19.1% |
| YTD | +1.4% | -8.0% | +9.5% | +6.1% |
| 1Y | +12.5% | -4.7% | +17.2% | +15.0% |
| 3Y | +19.2% | +58.0% | -38.8% | -11.2% |
| All | +19.2% | +58.0% | -38.8% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling