+19.2%
GEHC vs CLBK
+54.0%
-34.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.6% |
| 7D | +0.8% | +0.9% | -0.1% | +0.5% |
| 30D | +21.3% | +3.4% | +17.9% | +20.1% |
| 3M | +12.6% | -4.3% | +16.8% | +13.9% |
| 6M | +34.3% | +28.4% | +5.9% | +24.0% |
| YTD | +1.4% | +59.4% | -58.0% | -12.3% |
| 1Y | +12.5% | +64.8% | -52.4% | -3.6% |
| 3Y | +19.2% | +50.6% | -31.4% | +1.0% |
| All | +19.2% | +54.0% | -34.7% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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