+25.3%
GEHC vs CART
+38.4%
-13.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | +7.6% | +3.0% | +4.6% | +7.2% |
| 30D | +27.5% | +28.6% | -1.1% | +23.7% |
| 3M | +17.2% | +29.1% | -11.8% | +13.6% |
| 6M | +33.6% | +44.7% | -11.1% | +27.7% |
| YTD | +0.6% | +29.2% | -28.6% | -3.0% |
| 1Y | +11.3% | +66.2% | -54.9% | +4.1% |
| 3Y | +16.5% | +112.8% | -96.3% | +3.9% |
| All | +25.3% | +38.4% | -13.1% | +14.3% |
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