-8.9%
CI vs GEHC
+10.0%
-18.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | +1.3% | -4.0% | +5.3% | +1.8% |
| 30D | +4.4% | -2.0% | +6.4% | +4.7% |
| 3M | +0.7% | +8.0% | -7.3% | -0.5% |
| 6M | +0.3% | -12.8% | +13.1% | +1.9% |
| YTD | +3.8% | -15.9% | +19.7% | +5.8% |
| 1Y | -5.5% | -6.9% | +1.4% | -5.1% |
| 3Y | +8.1% | 0.0% | +8.2% | +5.0% |
| All | -8.9% | +10.0% | -18.9% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling