+237.3%
CEG vs GEHC
+4.1%
+233.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.1% |
| 7D | +1.3% | -7.6% | +9.0% | +3.3% |
| 30D | +8.8% | -10.7% | +19.5% | +11.8% |
| 3M | +17.0% | -1.2% | +18.2% | +16.7% |
| 6M | -8.7% | -13.7% | +5.0% | -5.9% |
| YTD | -16.4% | -20.4% | +4.0% | -12.4% |
| 1Y | -1.8% | -17.0% | +15.3% | +1.5% |
| 3Y | +175.8% | +0.9% | +174.8% | +167.1% |
| All | +237.3% | +4.1% | +233.2% | +207.4% |
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 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