-1.7%
GEHC vs CLX
-35.1%
+33.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.7% |
| 7D | -7.6% | -4.9% | -2.7% | -6.1% |
| 30D | -10.7% | -15.8% | +5.2% | -5.6% |
| 3M | -1.2% | -7.9% | +6.7% | +1.3% |
| 6M | -13.7% | -19.0% | +5.3% | -8.4% |
| YTD | -20.4% | -7.9% | -12.5% | -19.0% |
| 1Y | -17.0% | -25.4% | +8.3% | -10.1% |
| All | -1.7% | -35.1% | +33.4% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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