+6.8%
CAT vs GEHC
+12.6%
-5.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +2.9% |
| 7D | +1.7% | -3.7% | +5.5% | +1.7% |
| 30D | -24.6% | +22.0% | -46.6% | -24.8% |
| 3M | -28.5% | +13.6% | -42.1% | -28.5% |
| 6M | -34.8% | +34.0% | -68.8% | -36.4% |
| YTD | +5.9% | +0.9% | +5.0% | +12.0% |
| 1Y | +6.8% | +12.7% | -5.9% | +9.2% |
| All | +6.8% | +12.6% | -5.8% | +9.2% |
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