+40.7%
CL vs GEHC
+20.0%
+20.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.6% |
| 7D | +3.2% | +0.8% | +2.4% | +3.1% |
| 30D | +8.0% | +21.3% | -13.3% | +5.6% |
| 3M | +7.9% | +12.6% | -4.7% | +6.3% |
| 6M | +14.7% | +34.3% | -19.6% | +10.8% |
| YTD | +29.2% | +1.4% | +27.7% | +27.5% |
| 1Y | +29.5% | +12.5% | +17.1% | +27.0% |
| 3Y | +40.7% | +19.2% | +21.5% | +36.1% |
| All | +40.7% | +20.0% | +20.7% | +36.1% |
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 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