+4.7%
GEHC vs CART
+21.6%
-16.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | 0.0% | -1.1% |
| 7D | -4.0% | +1.0% | -5.0% | -4.1% |
| 30D | -2.0% | +12.6% | -14.6% | -3.3% |
| 3M | +8.0% | +23.1% | -15.1% | +5.4% |
| 6M | -12.8% | +39.5% | -52.3% | -16.3% |
| YTD | -15.9% | +13.5% | -29.5% | -17.6% |
| 1Y | -6.9% | +14.9% | -21.8% | -9.2% |
| All | +4.7% | +21.6% | -16.9% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling