+15.5%
GEHC vs CDW
-15.0%
+30.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -4.0% | +3.2% | -7.2% | -4.8% |
| 30D | -2.0% | +9.3% | -11.2% | -4.5% |
| 3M | +8.0% | +9.8% | -1.8% | +4.6% |
| 6M | -12.8% | +23.3% | -36.1% | -19.8% |
| YTD | -15.9% | +13.7% | -29.6% | -20.8% |
| 1Y | -6.9% | -6.5% | -0.4% | -6.4% |
| 3Y | 0.0% | -25.2% | +25.2% | +2.3% |
| All | +15.5% | -15.0% | +30.5% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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