+22.1%
CTVA vs GEHC
-4.8%
+26.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.7% |
| 7D | +4.9% | -4.0% | +8.9% | +5.5% |
| 30D | +11.9% | -2.0% | +13.9% | +12.2% |
| 3M | +13.7% | +8.0% | +5.7% | +12.8% |
| 6M | +13.1% | -12.8% | +25.9% | +15.5% |
| YTD | +32.0% | -15.9% | +47.9% | +35.3% |
| 1Y | +22.1% | -6.9% | +29.0% | +22.0% |
| All | +22.1% | -4.8% | +26.9% | +22.0% |
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 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