+38.6%
GEHC vs CLX
-15.1%
+53.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -3.7% | +7.8% | -11.5% | -5.9% |
| 30D | +22.0% | +28.5% | -6.5% | +13.4% |
| 3M | +13.6% | +1.3% | +12.3% | +12.6% |
| 6M | +34.0% | +23.4% | +10.7% | +25.8% |
| YTD | +0.9% | +11.4% | -10.5% | -3.1% |
| 1Y | +12.7% | +6.9% | +5.8% | +9.3% |
| 3Y | +19.4% | -9.8% | +29.2% | +21.5% |
| All | +38.6% | -15.1% | +53.7% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling