+420.1%
CORZ vs GEHC
-6.1%
+426.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.4% |
| 7D | +8.4% | -4.0% | +12.4% | +9.9% |
| 30D | -17.8% | -2.0% | -15.9% | -17.4% |
| 3M | -35.9% | +8.0% | -43.9% | -39.2% |
| 6M | +12.9% | -12.8% | +25.7% | +18.6% |
| YTD | +22.9% | -15.9% | +38.8% | +30.5% |
| 1Y | +31.4% | -6.9% | +38.3% | +30.0% |
| All | +420.1% | -6.1% | +426.1% | +415.0% |
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 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