+36.1%
COP vs GEHC
+6.6%
+29.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.0% |
| 7D | -0.8% | -5.2% | +4.3% | -0.1% |
| 30D | +15.6% | -7.0% | +22.5% | +16.8% |
| 3M | +14.3% | +3.3% | +11.0% | +13.4% |
| 6M | +17.0% | -10.0% | +27.0% | +18.3% |
| YTD | +47.4% | -18.5% | +65.9% | +52.1% |
| 1Y | +52.4% | -14.4% | +66.8% | +55.2% |
| 3Y | +20.8% | +3.4% | +17.4% | +18.0% |
| All | +36.1% | +6.6% | +29.4% | +30.0% |
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