+15.5%
GEHC vs CLX
-27.2%
+42.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -4.0% | -9.2% | +5.2% | -1.4% |
| 30D | -2.0% | -11.0% | +9.1% | +1.2% |
| 3M | +8.0% | +5.0% | +2.9% | +6.5% |
| 6M | -12.8% | -18.8% | +6.1% | -8.5% |
| YTD | -15.9% | -4.4% | -11.5% | -15.4% |
| 1Y | -6.9% | -21.9% | +14.9% | -1.9% |
| 3Y | 0.0% | -32.8% | +32.7% | +7.2% |
| All | +15.5% | -27.2% | +42.6% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling