+9.3%
GEHC vs SSNC
+61.3%
-52.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.7% |
| 7D | -7.6% | -3.9% | -3.8% | -5.9% |
| 30D | -10.7% | -0.2% | -10.5% | -10.6% |
| 3M | -1.2% | +15.9% | -17.1% | -8.1% |
| 6M | -13.7% | +7.5% | -21.2% | -16.9% |
| YTD | -20.4% | -8.2% | -12.2% | -17.2% |
| 1Y | -17.0% | -9.3% | -7.7% | -13.2% |
| 3Y | +0.9% | +48.5% | -47.5% | -13.9% |
| All | +9.3% | +61.3% | -52.1% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling