+24.6%
CL vs GEHC
+10.0%
+14.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.4% |
| 7D | -2.2% | -4.0% | +1.8% | -1.8% |
| 30D | -4.8% | -2.0% | -2.9% | -4.7% |
| 3M | +4.9% | +8.0% | -3.1% | +4.1% |
| 6M | -5.7% | -12.8% | +7.0% | -5.2% |
| YTD | +14.4% | -15.9% | +30.3% | +15.3% |
| 1Y | +8.7% | -6.9% | +15.7% | +8.9% |
| 3Y | +30.0% | 0.0% | +30.0% | +29.1% |
| All | +24.6% | +10.0% | +14.7% | +24.8% |
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