+15.7%
GEHC vs CAPR
+47.4%
-31.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +8.3% | -1.9% | +6.3% |
| 7D | +13.2% | +43.2% | -30.0% | +12.7% |
| 30D | +30.6% | +14.7% | +15.9% | +30.3% |
| 3M | +22.2% | +113.9% | -91.7% | +20.9% |
| 6M | +40.8% | -73.4% | +114.2% | +41.6% |
| YTD | +4.8% | -69.1% | +73.9% | +5.2% |
| 1Y | +15.7% | +47.2% | -31.5% | +12.0% |
| All | +15.7% | +47.4% | -31.7% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling