+84.9%
CB vs GEHC
+32.6%
+52.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | +0.9% |
| 7D | +2.9% | +0.8% | +2.2% | +2.9% |
| 30D | +7.3% | +21.3% | -14.0% | +5.3% |
| 3M | +9.4% | +12.6% | -3.2% | +8.1% |
| 6M | +19.6% | +34.3% | -14.7% | +16.0% |
| YTD | +21.5% | +1.4% | +20.1% | +20.8% |
| 1Y | +28.0% | +12.5% | +15.5% | +26.0% |
| 3Y | +74.9% | +19.2% | +55.7% | +69.8% |
| All | +84.9% | +32.6% | +52.2% | +74.0% |
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