-23.7%
CLF vs GEHC
+31.6%
-55.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.3% |
| 7D | -19.6% | +7.6% | -27.2% | -21.9% |
| 30D | -5.0% | +27.5% | -32.4% | -13.9% |
| 3M | -6.3% | +17.2% | -23.5% | -12.5% |
| 6M | +2.8% | +33.6% | -30.8% | -10.4% |
| YTD | -13.7% | +0.6% | -14.3% | -15.1% |
| 1Y | +13.6% | +11.3% | +2.3% | +6.2% |
| 3Y | -34.0% | +16.5% | -50.5% | -40.3% |
| All | -23.7% | +31.6% | -55.3% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling