-10.9%
GEHC vs CAI
-9.9%
-1.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | -7.2% | -2.9% | -4.2% | -6.9% |
| 30D | -11.6% | +9.3% | -20.9% | -12.4% |
| 3M | -0.8% | +35.2% | -36.1% | -3.8% |
| 6M | -11.9% | +30.7% | -42.6% | -15.2% |
| YTD | -21.9% | -9.8% | -12.2% | -23.7% |
| 1Y | -17.8% | -28.9% | +11.0% | -19.0% |
| All | -10.9% | -9.9% | -1.0% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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