-10.6%
CI vs GEHC
+6.6%
-17.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.4% |
| 7D | -2.0% | -5.2% | +3.2% | -1.4% |
| 30D | -1.8% | -7.0% | +5.1% | -0.9% |
| 3M | -4.2% | +3.3% | -7.5% | -4.8% |
| 6M | +2.7% | -10.0% | +12.7% | +3.7% |
| YTD | +1.9% | -18.5% | +20.4% | +4.3% |
| 1Y | -6.3% | -14.4% | +8.2% | -4.8% |
| 3Y | +3.9% | +3.4% | +0.4% | +0.7% |
| All | -10.6% | +6.6% | -17.2% | -13.1% |
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