+7.2%
GEHC vs SYY
+16.4%
-9.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -7.2% | +3.9% | -11.1% | -8.4% |
| 30D | -11.6% | -1.7% | -9.8% | -11.1% |
| 3M | -0.8% | +5.2% | -6.0% | -2.6% |
| 6M | -11.9% | -0.2% | -11.7% | -12.4% |
| YTD | -21.9% | +15.4% | -37.3% | -27.0% |
| 1Y | -17.8% | +5.6% | -23.4% | -20.3% |
| 3Y | -3.5% | +28.9% | -32.4% | -15.0% |
| All | +7.2% | +16.4% | -9.2% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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