-18.4%
CLF vs GEHC
+34.3%
-52.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.0% | +5.0% | +6.2% |
| 7D | -14.1% | +5.6% | -19.7% | -16.0% |
| 30D | -5.5% | +27.9% | -33.4% | -14.5% |
| 3M | 0.0% | +17.1% | -17.1% | -6.4% |
| 6M | +11.3% | +32.5% | -21.3% | -2.5% |
| YTD | -7.7% | +2.7% | -10.3% | -9.8% |
| 1Y | +17.5% | +15.3% | +2.3% | +8.4% |
| 3Y | -25.4% | +23.7% | -49.1% | -34.0% |
| All | -18.4% | +34.3% | -52.6% | -27.4% |
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