+41.1%
COP vs GEHC
+30.8%
+10.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.7% |
| 7D | +3.4% | -2.3% | +5.7% | +3.7% |
| 30D | -0.6% | +19.0% | -19.6% | -3.1% |
| 3M | +10.8% | +13.3% | -2.5% | +8.6% |
| 6M | +19.6% | +31.5% | -11.9% | +14.4% |
| YTD | +52.9% | 0.0% | +52.9% | +53.1% |
| 1Y | +62.2% | +9.4% | +52.8% | +59.0% |
| 3Y | +32.4% | +18.3% | +14.0% | +26.1% |
| All | +41.1% | +30.8% | +10.4% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling