+24.1%
CL vs GEHC
+6.6%
+17.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | -0.1% |
| 7D | -1.4% | -5.2% | +3.8% | -0.9% |
| 30D | -5.2% | -7.0% | +1.7% | -4.6% |
| 3M | +3.3% | +3.3% | 0.0% | +2.9% |
| 6M | -4.4% | -10.0% | +5.6% | -3.9% |
| YTD | +13.9% | -18.5% | +32.4% | +15.1% |
| 1Y | +7.6% | -14.4% | +22.0% | +8.4% |
| 3Y | +29.6% | +3.4% | +26.2% | +28.9% |
| All | +24.1% | +6.6% | +17.5% | +24.7% |
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