+15.7%
GEHC vs CFG
+34.2%
-18.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.4% | +4.0% | +5.3% |
| 7D | +13.2% | +1.8% | +11.4% | +12.3% |
| 30D | +30.6% | +3.3% | +27.3% | +28.7% |
| 3M | +22.2% | -9.8% | +32.0% | +27.9% |
| 6M | +40.8% | +5.2% | +35.6% | +34.7% |
| YTD | +4.8% | +16.1% | -11.3% | -6.7% |
| 1Y | +15.7% | +33.7% | -17.9% | -6.8% |
| All | +15.7% | +34.2% | -18.5% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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