+7.2%
GEHC vs COPX
+163.8%
-156.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -7.2% | -2.3% | -4.8% | -6.7% |
| 30D | -11.6% | +0.3% | -11.8% | -11.9% |
| 3M | -0.8% | +6.8% | -7.7% | -3.5% |
| 6M | -11.9% | +7.9% | -19.9% | -15.7% |
| YTD | -21.9% | +23.7% | -45.7% | -30.0% |
| 1Y | -17.8% | +71.5% | -89.4% | -35.1% |
| 3Y | -3.5% | +149.1% | -152.6% | -34.9% |
| All | +7.2% | +163.8% | -156.6% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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