+221.6%
CEG vs GEHC
+32.6%
+188.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.1% |
| 7D | +12.1% | +0.8% | +11.3% | +11.9% |
| 30D | +0.2% | +21.3% | -21.1% | -4.4% |
| 3M | +0.7% | +12.6% | -11.9% | -2.3% |
| 6M | +2.2% | +34.3% | -32.0% | -5.5% |
| YTD | -20.3% | +1.4% | -21.8% | -21.3% |
| 1Y | -16.1% | +12.5% | -28.5% | -19.7% |
| 3Y | +134.7% | +19.2% | +115.5% | +116.5% |
| All | +221.6% | +32.6% | +188.9% | +176.2% |
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