-10.4%
GEHC vs CAI
-11.0%
+0.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | -7.9% | -5.1% | -2.8% | -7.4% |
| 30D | -11.7% | +3.9% | -15.6% | -12.1% |
| 3M | +0.8% | +40.1% | -39.3% | -2.6% |
| 6M | -11.6% | +29.7% | -41.2% | -14.8% |
| YTD | -21.6% | -10.9% | -10.7% | -23.3% |
| 1Y | -15.3% | -28.0% | +12.7% | -16.5% |
| All | -10.4% | -11.0% | +0.5% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling