+27.8%
GEHC vs CART
+39.2%
-11.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.9% |
| 7D | +5.6% | +1.5% | +4.1% | +5.5% |
| 30D | +27.9% | +22.4% | +5.5% | +24.8% |
| 3M | +17.1% | +16.5% | +0.6% | +14.8% |
| 6M | +32.5% | +44.9% | -12.3% | +26.7% |
| YTD | +2.7% | +30.0% | -27.3% | -1.2% |
| 1Y | +15.3% | +59.1% | -43.8% | +8.3% |
| 3Y | +23.7% | +138.8% | -115.1% | +9.3% |
| All | +27.8% | +39.2% | -11.4% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling