+136.5%
COF vs GEHC
+2.1%
+134.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -5.1% | -7.2% | +2.0% | -2.7% |
| 30D | -6.0% | -11.6% | +5.5% | -2.0% |
| 3M | +14.8% | -0.8% | +15.7% | +14.3% |
| 6M | +15.3% | -11.9% | +27.2% | +19.4% |
| YTD | -13.0% | -21.9% | +8.9% | -6.0% |
| 1Y | -5.7% | -17.8% | +12.1% | -0.3% |
| 3Y | +118.1% | -3.5% | +121.7% | +113.6% |
| All | +136.5% | +2.1% | +134.4% | +119.4% |
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