+15.5%
GEHC vs CG
+78.6%
-63.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.7% |
| 7D | -4.0% | -4.3% | +0.3% | -2.7% |
| 30D | -2.0% | -5.1% | +3.1% | -0.5% |
| 3M | +8.0% | +8.7% | -0.7% | +4.3% |
| 6M | -12.8% | -9.2% | -3.5% | -10.7% |
| YTD | -15.9% | -18.9% | +2.9% | -11.1% |
| 1Y | -6.9% | -25.6% | +18.7% | +0.8% |
| 3Y | 0.0% | +57.3% | -57.3% | -16.5% |
| All | +15.5% | +78.6% | -63.1% | -9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling