+11.3%
GEHC vs CF
+46.5%
-35.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.5% |
| 7D | +7.6% | -3.2% | +10.8% | +7.2% |
| 30D | +27.5% | +4.3% | +23.1% | +28.7% |
| 3M | +17.2% | +2.8% | +14.4% | +18.5% |
| 6M | +33.6% | +0.6% | +33.0% | +35.2% |
| YTD | +0.6% | +56.6% | -56.0% | +3.6% |
| 1Y | +11.3% | +49.6% | -38.3% | +14.5% |
| All | +11.3% | +46.5% | -35.2% | +14.5% |
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