-5.7%
SAP vs GEHC
+12.4%
-18.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.6% |
| 7D | -0.7% | +7.6% | -8.3% | -2.9% |
| 30D | +11.1% | +27.5% | -16.4% | +3.0% |
| 3M | +17.0% | +17.2% | -0.2% | +11.3% |
| 6M | +34.8% | +33.6% | +1.2% | +23.5% |
| YTD | -2.2% | +0.6% | -2.9% | -6.3% |
| All | -5.7% | +12.4% | -18.0% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling