+157.1%
CAT vs GEHC
+31.6%
+125.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.3% |
| 7D | -10.3% | +7.6% | -17.9% | -11.9% |
| 30D | -31.2% | +27.5% | -58.7% | -35.2% |
| 3M | -34.7% | +17.2% | -51.9% | -37.3% |
| 6M | -39.5% | +33.6% | -73.1% | -44.7% |
| YTD | -1.7% | +0.6% | -2.3% | -2.1% |
| 1Y | -1.1% | +11.3% | -12.4% | -4.7% |
| 3Y | +143.9% | +16.5% | +127.4% | +129.5% |
| All | +157.1% | +31.6% | +125.5% | +140.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling