+73.0%
CB vs GEHC
+18.3%
+54.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | 0.0% | -2.3% | +2.3% | +0.3% |
| 30D | +7.4% | +19.0% | -11.6% | +5.4% |
| 3M | +8.6% | +13.3% | -4.7% | +7.1% |
| 6M | +16.1% | +31.5% | -15.4% | +12.5% |
| YTD | +20.2% | 0.0% | +20.2% | +19.7% |
| 1Y | +27.2% | +9.4% | +17.8% | +25.4% |
| All | +73.0% | +18.3% | +54.8% | +68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling