+12.5%
GEHC vs CG
-25.8%
+38.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.2% |
| 7D | +0.8% | +0.2% | +0.6% | +0.7% |
| 30D | +21.3% | +11.2% | +10.1% | +18.4% |
| 3M | +12.6% | -22.1% | +34.7% | +19.0% |
| 6M | +34.3% | -17.9% | +52.2% | +41.2% |
| YTD | +1.4% | -31.3% | +32.7% | +12.7% |
| 1Y | +12.5% | -24.0% | +36.4% | +17.1% |
| All | +12.5% | -25.8% | +38.3% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling