+7.7%
GEHC vs CAH
+222.6%
-214.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -1.2% |
| 7D | -7.9% | -5.1% | -2.8% | -7.1% |
| 30D | -11.7% | -1.8% | -9.9% | -11.5% |
| 3M | +0.8% | +9.4% | -8.5% | -0.7% |
| 6M | -11.6% | +9.2% | -20.8% | -13.0% |
| YTD | -21.6% | +15.7% | -37.2% | -23.5% |
| 1Y | -15.3% | +59.7% | -75.0% | -22.5% |
| 3Y | -0.5% | +178.5% | -179.0% | -19.0% |
| All | +7.7% | +222.6% | -214.9% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling