+12.0%
GEHC vs CFG
+113.6%
-101.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.7% |
| 7D | -5.2% | +2.7% | -7.9% | -5.9% |
| 30D | -7.0% | -3.7% | -3.3% | -6.0% |
| 3M | +3.3% | +9.5% | -6.2% | +0.2% |
| 6M | -10.0% | +22.2% | -32.2% | -15.5% |
| YTD | -18.5% | +22.3% | -40.8% | -23.6% |
| 1Y | -14.4% | +39.4% | -53.9% | -22.9% |
| 3Y | +3.4% | +188.5% | -185.1% | -20.7% |
| All | +12.0% | +113.6% | -101.6% | -14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling