-14.4%
GEHC vs CAPR
+35.6%
-50.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.6% | +0.6% | -3.0% |
| 7D | -5.2% | -9.5% | +4.3% | -5.1% |
| 30D | -7.0% | +121.5% | -128.5% | -7.9% |
| 3M | +3.3% | -65.4% | +68.7% | +3.7% |
| 6M | -10.0% | -67.5% | +57.5% | -9.6% |
| YTD | -18.5% | -68.6% | +50.1% | -18.2% |
| 1Y | -14.4% | +42.7% | -57.1% | -15.7% |
| All | -14.4% | +35.6% | -50.0% | -15.7% |
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