-41.3%
CORZ vs GEHC
+15.6%
-56.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +6.4% | -16.8% | -10.0% |
| 7D | -14.9% | +13.2% | -28.1% | -14.5% |
| 30D | -23.1% | +30.6% | -53.7% | -22.5% |
| 3M | -44.1% | +22.2% | -66.3% | -43.8% |
| 6M | -39.5% | +40.8% | -80.4% | -40.4% |
| YTD | -12.4% | +4.8% | -17.2% | -10.1% |
| 1Y | -41.3% | +15.7% | -57.0% | -44.3% |
| All | -41.3% | +15.6% | -56.9% | -44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling