-6.9%
GEHC vs CF
+62.4%
-69.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.8% |
| 7D | -4.0% | +6.0% | -10.0% | -3.0% |
| 30D | -2.0% | +14.8% | -16.8% | +0.5% |
| 3M | +8.0% | +14.1% | -6.1% | +10.9% |
| 6M | -12.8% | +28.5% | -41.3% | -9.8% |
| YTD | -15.9% | +74.9% | -90.9% | -15.4% |
| 1Y | -6.9% | +61.7% | -68.6% | -4.4% |
| All | -6.9% | +62.4% | -69.3% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling