+9.3%
GEHC vs CG
+67.7%
-58.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.0% | +1.6% | -1.1% |
| 7D | -7.6% | -6.4% | -1.2% | -5.7% |
| 30D | -10.7% | -7.1% | -3.6% | -8.7% |
| 3M | -1.2% | -1.6% | +0.4% | -1.4% |
| 6M | -13.7% | -8.3% | -5.4% | -12.0% |
| YTD | -20.4% | -23.8% | +3.4% | -14.2% |
| 1Y | -17.0% | -28.7% | +11.7% | -9.0% |
| 3Y | +0.9% | +49.2% | -48.2% | -14.2% |
| All | +9.3% | +67.7% | -58.4% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling