+37.3%
GEHC vs CG
+49.6%
-12.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | +0.4% |
| 7D | -2.3% | -1.5% | -0.8% | -1.9% |
| 30D | +19.0% | +5.7% | +13.3% | +16.9% |
| 3M | +13.3% | -17.9% | +31.2% | +20.1% |
| 6M | +31.5% | -20.2% | +51.7% | +40.1% |
| YTD | 0.0% | -32.0% | +32.0% | +11.5% |
| 1Y | +9.4% | -27.0% | +36.4% | +19.0% |
| 3Y | +18.3% | +42.8% | -24.4% | +2.2% |
| All | +37.3% | +49.6% | -12.3% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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