+15.5%
GEHC vs COO
-13.5%
+29.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.5% |
| 7D | -4.0% | -2.2% | -1.8% | -2.9% |
| 30D | -2.0% | -7.0% | +5.1% | +1.6% |
| 3M | +8.0% | +12.2% | -4.2% | +2.2% |
| 6M | -12.8% | -15.1% | +2.3% | -6.0% |
| YTD | -15.9% | -15.1% | -0.8% | -9.4% |
| 1Y | -6.9% | +2.3% | -9.3% | -7.9% |
| 3Y | 0.0% | -23.7% | +23.6% | +8.3% |
| All | +15.5% | -13.5% | +29.0% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling