+9.3%
GEHC vs CAG
-51.3%
+60.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.2% |
| 7D | -7.6% | -6.6% | -1.0% | -6.2% |
| 30D | -10.7% | +2.3% | -13.0% | -11.1% |
| 3M | -1.2% | +16.3% | -17.5% | -4.3% |
| 6M | -13.7% | -16.0% | +2.3% | -11.2% |
| YTD | -20.4% | -7.7% | -12.7% | -19.8% |
| 1Y | -17.0% | -16.0% | -1.0% | -14.8% |
| 3Y | +0.9% | -37.7% | +38.6% | +7.9% |
| All | +9.3% | -51.3% | +60.6% | +18.1% |
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