+96.3%
CAT vs GEHC
-12.1%
+108.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.1% | +1.2% |
| 7D | +5.6% | -5.2% | +10.7% | +5.9% |
| 30D | -2.3% | -7.0% | +4.6% | -2.0% |
| 3M | -10.0% | +3.3% | -13.3% | -10.4% |
| 6M | +21.2% | -10.0% | +31.2% | +24.8% |
| YTD | +44.4% | -18.5% | +62.9% | +51.7% |
| 1Y | +96.3% | -14.4% | +110.7% | +102.0% |
| All | +96.3% | -12.1% | +108.4% | +102.0% |
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