+12.0%
GEHC vs COPX
+181.2%
-169.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.1% | -7.1% | -4.1% |
| 7D | -5.2% | +5.8% | -10.9% | -6.7% |
| 30D | -7.0% | +7.2% | -14.2% | -8.9% |
| 3M | +3.3% | +16.5% | -13.2% | -1.9% |
| 6M | -10.0% | +18.4% | -28.4% | -16.0% |
| YTD | -18.5% | +31.9% | -50.4% | -28.1% |
| 1Y | -14.4% | +88.5% | -102.9% | -34.3% |
| 3Y | +3.4% | +173.1% | -169.7% | -31.7% |
| All | +12.0% | +181.2% | -169.2% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling