+14.6%
GEHC vs CART
+51.1%
-36.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +24.6% |
| 3M | +17.1% | +16.5% | +0.6% | +14.7% |
| 6M | +32.5% | +44.9% | -12.3% | +27.3% |
| YTD | +2.7% | +30.0% | -27.3% | -2.5% |
| All | +14.6% | +51.1% | -36.5% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling