+111.7%
SAP vs GEHC
+6.6%
+105.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -0.9% |
| 7D | -0.3% | -5.2% | +4.9% | +1.2% |
| 30D | +2.6% | -7.0% | +9.5% | +4.6% |
| 3M | +16.3% | +3.3% | +12.9% | +15.1% |
| 6M | +6.4% | -10.0% | +16.4% | +8.6% |
| YTD | -11.4% | -18.5% | +7.0% | -7.5% |
| 1Y | -20.4% | -14.4% | -6.0% | -18.1% |
| 3Y | +56.5% | +3.4% | +53.1% | +52.7% |
| All | +111.7% | +6.6% | +105.1% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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