+39.3%
GEHC vs COR
+126.4%
-87.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.5% | +1.2% |
| 7D | +0.8% | +7.8% | -7.1% | 0.0% |
| 30D | +21.3% | +7.0% | +14.3% | +20.6% |
| 3M | +12.6% | +16.3% | -3.7% | +11.3% |
| 6M | +34.3% | +41.3% | -7.0% | +31.5% |
| YTD | +1.4% | +7.1% | -5.7% | -0.1% |
| 1Y | +12.5% | -0.8% | +13.3% | +11.1% |
| 3Y | +19.2% | +85.0% | -65.8% | +14.6% |
| All | +39.3% | +126.4% | -87.1% | +35.9% |
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