+178.5%
CAT vs GEHC
+30.8%
+147.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | +9.3% | -2.3% | +11.6% | +9.9% |
| 30D | -21.5% | +19.0% | -40.5% | -24.8% |
| 3M | -29.1% | +13.3% | -42.4% | -31.4% |
| 6M | -33.4% | +31.5% | -64.9% | -38.7% |
| YTD | +6.6% | 0.0% | +6.6% | +6.3% |
| 1Y | +6.5% | +9.4% | -2.8% | +3.2% |
| 3Y | +162.7% | +18.3% | +144.3% | +146.7% |
| All | +178.5% | +30.8% | +147.8% | +161.4% |
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