+40.3%
GEHC vs CF
+43.5%
-3.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.0% | -0.5% |
| 7D | +3.7% | +4.8% | -1.0% | +3.7% |
| 30D | +27.3% | +9.7% | +17.6% | +27.2% |
| 3M | +14.7% | +1.2% | +13.5% | +14.7% |
| 6M | +31.9% | +7.4% | +24.6% | +31.8% |
| YTD | +2.2% | +60.5% | -58.3% | -4.5% |
| 1Y | +14.1% | +50.7% | -36.7% | +7.5% |
| 3Y | +21.0% | +64.8% | -43.8% | +10.8% |
| All | +40.3% | +43.5% | -3.2% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling