+23.7%
GEHC vs CG
+52.0%
-28.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.6% | -4.6% | -0.2% |
| 7D | +5.6% | +3.0% | +2.6% | +4.5% |
| 30D | +27.9% | +10.1% | +17.8% | +23.8% |
| 3M | +17.1% | -10.8% | +28.0% | +21.2% |
| 6M | +32.5% | -15.2% | +47.8% | +38.9% |
| YTD | +2.7% | -26.9% | +29.6% | +12.5% |
| 1Y | +15.3% | -17.0% | +32.3% | +20.6% |
| 3Y | +23.7% | +54.6% | -31.0% | +9.8% |
| All | +23.7% | +52.0% | -28.3% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling