+12.0%
GEHC vs COR
+104.3%
-92.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.9% |
| 7D | -5.2% | -1.9% | -3.3% | -5.0% |
| 30D | -7.0% | +1.5% | -8.5% | -7.1% |
| 3M | +3.3% | +18.7% | -15.4% | +2.3% |
| 6M | -10.0% | -9.0% | -1.0% | -10.4% |
| YTD | -18.5% | -3.3% | -15.2% | -19.0% |
| 1Y | -14.4% | +9.8% | -24.2% | -15.6% |
| 3Y | +3.4% | +87.4% | -83.9% | +0.3% |
| All | +12.0% | +104.3% | -92.4% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling