+39.3%
GEHC vs CF
+46.7%
-7.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +0.8% | +4.8% | -4.0% | +0.8% |
| 30D | +21.3% | +4.7% | +16.6% | +21.3% |
| 3M | +12.6% | +7.4% | +5.2% | +12.5% |
| 6M | +34.3% | +0.6% | +33.7% | +34.3% |
| YTD | +1.4% | +64.1% | -62.7% | -5.2% |
| 1Y | +12.5% | +51.4% | -38.9% | +6.3% |
| 3Y | +19.2% | +67.8% | -48.6% | +9.2% |
| All | +39.3% | +46.7% | -7.5% | +31.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling