+15.5%
GEHC vs CFG
+116.0%
-100.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -4.0% | +1.5% | -5.5% | -4.5% |
| 30D | -2.0% | -3.8% | +1.9% | -0.9% |
| 3M | +8.0% | +11.5% | -3.5% | +4.2% |
| 6M | -12.8% | +19.2% | -32.0% | -17.5% |
| YTD | -15.9% | +23.7% | -39.6% | -21.5% |
| 1Y | -6.9% | +38.8% | -45.8% | -16.0% |
| 3Y | 0.0% | +178.9% | -178.9% | -23.3% |
| All | +15.5% | +116.0% | -100.6% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling