+2,924.5%
CLS vs GEHC
+6.6%
+2,917.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.0% | +8.7% | +6.7% |
| 7D | +12.8% | -5.2% | +18.0% | +14.7% |
| 30D | +3.8% | -7.0% | +10.8% | +6.2% |
| 3M | -14.6% | +3.3% | -17.9% | -16.9% |
| 6M | +32.2% | -10.0% | +42.2% | +35.7% |
| YTD | +11.6% | -18.5% | +30.1% | +18.7% |
| 1Y | +35.1% | -14.4% | +49.5% | +40.2% |
| 3Y | +1,312.5% | +3.4% | +1,309.1% | +1,260.3% |
| All | +2,924.5% | +6.6% | +2,917.8% | +2,813.7% |
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