+7.2%
GEHC vs CAH
+220.6%
-213.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -7.2% | -5.1% | -2.1% | -6.4% |
| 30D | -11.6% | +0.2% | -11.7% | -11.6% |
| 3M | -0.8% | +6.3% | -7.1% | -1.9% |
| 6M | -11.9% | +9.4% | -21.3% | -13.3% |
| YTD | -21.9% | +15.0% | -36.9% | -23.8% |
| 1Y | -17.8% | +55.4% | -73.3% | -24.4% |
| 3Y | -3.5% | +173.8% | -177.4% | -21.3% |
| All | +7.2% | +220.6% | -213.4% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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