+78.8%
CB vs GEHC
+34.3%
+44.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.6% |
| 7D | -1.5% | +5.6% | -7.1% | -2.0% |
| 30D | +6.5% | +27.9% | -21.4% | +4.0% |
| 3M | +4.1% | +17.1% | -13.1% | +2.4% |
| 6M | +14.4% | +32.5% | -18.1% | +11.1% |
| YTD | +17.5% | +2.7% | +14.9% | +16.7% |
| 1Y | +27.5% | +15.3% | +12.3% | +25.2% |
| 3Y | +71.6% | +23.7% | +47.9% | +66.2% |
| All | +78.8% | +34.3% | +44.6% | +68.1% |
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