+12.0%
GEHC vs SYY
+11.7%
+0.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -2.9% |
| 7D | -5.2% | -2.8% | -2.4% | -4.3% |
| 30D | -7.0% | -5.3% | -1.7% | -5.3% |
| 3M | +3.3% | +5.1% | -1.8% | +1.5% |
| 6M | -10.0% | -5.0% | -5.0% | -9.0% |
| YTD | -18.5% | +10.7% | -29.2% | -22.7% |
| 1Y | -14.4% | +0.7% | -15.1% | -15.5% |
| 3Y | +3.4% | +24.0% | -20.6% | -7.7% |
| All | +12.0% | +11.7% | +0.3% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling