+44.0%
CARR vs GEHC
+4.1%
+39.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.3% |
| 7D | +0.6% | -7.6% | +8.3% | +2.9% |
| 30D | -8.7% | -10.7% | +2.0% | -5.8% |
| 3M | -18.4% | -1.2% | -17.1% | -18.8% |
| 6M | -0.6% | -13.7% | +13.1% | +2.9% |
| YTD | +10.9% | -20.4% | +31.4% | +17.6% |
| 1Y | -7.3% | -17.0% | +9.8% | -3.3% |
| 3Y | +2.9% | +0.9% | +2.0% | +1.5% |
| All | +44.0% | +4.1% | +39.9% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling