+38.2%
GEHC vs CAPR
+130.2%
-92.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.7% | -6.3% | -1.7% |
| 7D | +7.6% | +41.1% | -33.5% | +6.9% |
| 30D | +27.5% | +11.1% | +16.3% | +27.1% |
| 3M | +17.2% | +115.3% | -98.1% | +15.2% |
| 6M | +33.6% | -73.8% | +107.4% | +34.8% |
| YTD | +0.6% | -68.8% | +69.5% | +1.1% |
| 1Y | +11.3% | +43.3% | -32.0% | +4.7% |
| 3Y | +16.5% | +214.7% | -198.2% | -3.0% |
| All | +38.2% | +130.2% | -92.0% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling