+41.0%
GEHC vs CFG
+100.3%
-59.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.1% |
| 7D | +5.6% | +0.3% | +5.4% | +5.6% |
| 30D | +27.9% | +3.2% | +24.7% | +26.7% |
| 3M | +17.1% | -9.7% | +26.9% | +20.7% |
| 6M | +32.5% | +3.6% | +28.9% | +30.6% |
| YTD | +2.7% | +14.7% | -12.0% | -1.9% |
| 1Y | +15.3% | +29.6% | -14.3% | +6.3% |
| 3Y | +23.7% | +190.6% | -166.9% | -3.9% |
| All | +41.0% | +100.3% | -59.3% | +9.9% |
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