+38.6%
GEHC vs CAG
-51.6%
+90.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.7% |
| 7D | -3.7% | -1.8% | -2.0% | -3.4% |
| 30D | +22.0% | +9.7% | +12.3% | +19.3% |
| 3M | +13.6% | +0.5% | +13.1% | +13.2% |
| 6M | +34.0% | +8.9% | +25.1% | +31.1% |
| YTD | +0.9% | -8.4% | +9.3% | +1.6% |
| 1Y | +12.7% | -8.3% | +21.1% | +13.5% |
| 3Y | +19.4% | -36.1% | +55.6% | +27.5% |
| All | +38.6% | -51.6% | +90.2% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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