+68.1%
COST vs GEHC
+0.3%
+67.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.5% |
| 7D | -2.8% | -7.6% | +4.9% | -1.8% |
| 30D | -5.3% | -10.7% | +5.4% | -3.8% |
| 3M | -6.7% | -1.2% | -5.4% | -6.7% |
| 6M | -9.9% | -13.7% | +3.8% | -8.5% |
| YTD | +5.1% | -20.4% | +25.6% | +8.1% |
| 1Y | -7.3% | -17.0% | +9.8% | -5.5% |
| All | +68.1% | +0.3% | +67.8% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling