+116.9%
COF vs GEHC
-1.1%
+118.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.3% |
| 7D | -6.1% | -7.9% | +1.8% | -3.3% |
| 30D | -5.2% | -11.7% | +6.5% | -0.9% |
| 3M | +17.0% | +0.8% | +16.2% | +15.7% |
| 6M | +12.9% | -11.6% | +24.5% | +17.0% |
| YTD | -13.5% | -21.6% | +8.0% | -6.3% |
| 1Y | -5.9% | -15.3% | +9.4% | -1.2% |
| All | +116.9% | -1.1% | +118.0% | +117.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling