+46.5%
CTVA vs GEHC
+4.1%
+42.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.8% |
| 7D | -5.8% | -7.6% | +1.8% | -4.2% |
| 30D | +11.1% | -10.7% | +21.7% | +13.7% |
| 3M | +13.2% | -1.2% | +14.4% | +13.3% |
| 6M | +8.7% | -13.7% | +22.5% | +11.6% |
| YTD | +27.3% | -20.4% | +47.7% | +33.0% |
| 1Y | +18.0% | -17.0% | +35.0% | +21.6% |
| 3Y | +76.5% | +0.9% | +75.5% | +74.4% |
| All | +46.5% | +4.1% | +42.4% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling