+15.5%
GEHC vs CAPR
+140.4%
-125.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | -4.0% | -2.0% | -2.0% | -4.0% |
| 30D | -2.0% | +139.2% | -141.2% | -3.7% |
| 3M | +8.0% | -66.4% | +74.3% | +8.7% |
| 6M | -12.8% | -63.1% | +50.4% | -12.4% |
| YTD | -15.9% | -67.4% | +51.5% | -15.5% |
| 1Y | -6.9% | +58.2% | -65.2% | -12.8% |
| 3Y | 0.0% | +42.2% | -42.3% | -13.5% |
| All | +15.5% | +140.4% | -125.0% | -9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling