+9.3%
GEHC vs COR
+103.5%
-94.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.4% |
| 7D | -7.6% | -3.9% | -3.8% | -7.4% |
| 30D | -10.7% | -0.3% | -10.3% | -10.6% |
| 3M | -1.2% | +15.9% | -17.1% | -2.1% |
| 6M | -13.7% | -10.3% | -3.5% | -14.1% |
| YTD | -20.4% | -3.7% | -16.7% | -21.0% |
| 1Y | -17.0% | +9.1% | -26.1% | -18.2% |
| 3Y | +0.9% | +86.6% | -85.6% | -2.1% |
| All | +9.3% | +103.5% | -94.2% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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