+27.4%
GEHC vs CART
+37.6%
-10.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -2.1% |
| 7D | +9.6% | +1.2% | +8.4% | +9.5% |
| 30D | +29.4% | +27.1% | +2.3% | +25.7% |
| 3M | +19.3% | +27.4% | -8.1% | +15.7% |
| 6M | +37.4% | +32.1% | +5.2% | +32.4% |
| YTD | +2.3% | +28.5% | -26.2% | -1.3% |
| 1Y | +11.0% | +58.8% | -47.8% | +4.3% |
| 3Y | +17.6% | +114.8% | -97.1% | +4.9% |
| All | +27.4% | +37.6% | -10.2% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling