+104.3%
CEG vs GEHC
+15.6%
+88.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.7% |
| 7D | -4.7% | +7.6% | -12.3% | -6.6% |
| 30D | -16.6% | +27.5% | -44.0% | -21.9% |
| 3M | -4.1% | +17.2% | -21.4% | -8.3% |
| 6M | -22.3% | +33.6% | -55.9% | -28.9% |
| YTD | -28.9% | +0.6% | -29.6% | -29.5% |
| 1Y | -28.5% | +11.3% | -39.7% | -31.7% |
| 3Y | +104.3% | +16.5% | +87.8% | +77.9% |
| All | +104.3% | +15.6% | +88.7% | +77.9% |
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