+151.7%
CSCO vs GEHC
+4.1%
+147.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.6% |
| 7D | 0.0% | -7.6% | +7.6% | +1.0% |
| 30D | -10.7% | -10.7% | -0.1% | -9.4% |
| 3M | -8.7% | -1.2% | -7.5% | -9.0% |
| 6M | +44.9% | -13.7% | +58.6% | +47.5% |
| YTD | +44.1% | -20.4% | +64.6% | +48.6% |
| 1Y | +65.9% | -17.0% | +82.9% | +69.3% |
| 3Y | +109.0% | +0.9% | +108.1% | +105.0% |
| All | +151.7% | +4.1% | +147.7% | +143.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling