+273.7%
CAT vs GEHC
+10.0%
+263.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +2.0% |
| 7D | +1.7% | -4.0% | +5.7% | +2.7% |
| 30D | -6.6% | -2.0% | -4.6% | -6.2% |
| 3M | -13.3% | +8.0% | -21.3% | -16.0% |
| 6M | +11.6% | -12.8% | +24.4% | +15.3% |
| YTD | +42.9% | -15.9% | +58.9% | +49.0% |
| 1Y | +95.4% | -6.9% | +102.4% | +96.3% |
| 3Y | +196.6% | 0.0% | +196.6% | +191.4% |
| All | +273.7% | +10.0% | +263.7% | +266.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling