+12.0%
GEHC vs CBOE
+151.7%
-139.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -3.0% |
| 7D | -5.2% | -4.6% | -0.5% | -5.2% |
| 30D | -7.0% | +2.6% | -9.6% | -6.9% |
| 3M | +3.3% | +4.9% | -1.6% | +3.5% |
| 6M | -10.0% | -2.2% | -7.8% | -9.9% |
| YTD | -18.5% | +17.7% | -36.2% | -17.7% |
| 1Y | -14.4% | +26.1% | -40.5% | -13.2% |
| 3Y | +3.4% | +97.1% | -93.7% | +4.9% |
| All | +12.0% | +151.7% | -139.7% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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