+35.5%
COP vs GEHC
+34.3%
+1.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.6% |
| 7D | -8.4% | +5.6% | -14.1% | -9.1% |
| 30D | +0.3% | +27.9% | -27.6% | -3.2% |
| 3M | +15.1% | +17.1% | -2.0% | +12.4% |
| 6M | +19.8% | +32.5% | -12.8% | +14.5% |
| YTD | +46.8% | +2.7% | +44.2% | +46.5% |
| 1Y | +59.7% | +15.3% | +44.5% | +55.1% |
| 3Y | +28.7% | +23.7% | +5.0% | +22.0% |
| All | +35.5% | +34.3% | +1.2% | +25.1% |
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