+277.6%
CAT vs GEHC
+6.6%
+271.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.1% | +1.8% |
| 7D | +5.6% | -5.2% | +10.7% | +6.9% |
| 30D | -2.3% | -7.0% | +4.6% | -0.7% |
| 3M | -10.0% | +3.3% | -13.3% | -11.8% |
| 6M | +21.2% | -10.0% | +31.2% | +23.7% |
| YTD | +44.4% | -18.5% | +62.9% | +51.7% |
| 1Y | +96.3% | -14.4% | +110.7% | +102.3% |
| 3Y | +203.9% | +3.4% | +200.5% | +197.8% |
| All | +277.6% | +6.6% | +271.0% | +273.2% |
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 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