+41.0%
GEHC vs COO
-20.6%
+61.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +0.8% |
| 7D | +5.6% | +4.3% | +1.3% | +3.6% |
| 30D | +27.9% | +17.6% | +10.3% | +18.6% |
| 3M | +17.1% | -13.9% | +31.0% | +25.0% |
| 6M | +32.5% | +6.6% | +26.0% | +27.7% |
| YTD | +2.7% | -22.0% | +24.7% | +14.4% |
| 1Y | +15.3% | -8.8% | +24.1% | +19.9% |
| 3Y | +23.7% | -21.5% | +45.1% | +30.8% |
| All | +41.0% | -20.6% | +61.5% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling