+12.0%
GEHC vs COO
-15.9%
+27.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -1.7% |
| 7D | -5.2% | -2.3% | -2.9% | -4.1% |
| 30D | -7.0% | -8.8% | +1.9% | -2.6% |
| 3M | +3.3% | +1.3% | +2.0% | +2.9% |
| 6M | -10.0% | -11.6% | +1.6% | -4.6% |
| YTD | -18.5% | -17.4% | -1.1% | -10.9% |
| 1Y | -14.4% | -1.6% | -12.8% | -13.7% |
| 3Y | +3.4% | -22.6% | +26.1% | +11.2% |
| All | +12.0% | -15.9% | +27.9% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling