+37.6%
COP vs GEHC
+4.1%
+33.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.4% |
| 7D | -0.5% | -7.6% | +7.2% | +0.6% |
| 30D | +11.7% | -10.7% | +22.4% | +13.5% |
| 3M | +17.7% | -1.2% | +18.9% | +17.5% |
| 6M | +18.3% | -13.7% | +32.1% | +20.6% |
| YTD | +49.1% | -20.4% | +69.5% | +54.4% |
| 1Y | +53.3% | -17.0% | +70.4% | +56.9% |
| 3Y | +22.2% | +0.9% | +21.2% | +19.7% |
| All | +37.6% | +4.1% | +33.5% | +31.8% |
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