+38.6%
GEHC vs COR
+120.2%
-81.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -3.7% | -1.2% | -2.6% | -3.7% |
| 30D | +22.0% | +7.6% | +14.4% | +21.3% |
| 3M | +13.6% | +5.0% | +8.6% | +13.1% |
| 6M | +34.0% | +35.3% | -1.3% | +31.7% |
| YTD | +0.9% | +4.2% | -3.3% | -0.4% |
| 1Y | +12.7% | -3.4% | +16.2% | +11.7% |
| 3Y | +19.4% | +81.1% | -61.7% | +15.1% |
| All | +38.6% | +120.2% | -81.6% | +35.6% |
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