+15.5%
GEHC vs COR
+108.3%
-92.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -1.1% |
| 7D | -4.0% | +2.8% | -6.8% | -4.2% |
| 30D | -2.0% | +4.5% | -6.5% | -2.3% |
| 3M | +8.0% | +22.7% | -14.7% | +6.7% |
| 6M | -12.8% | -9.7% | -3.0% | -13.2% |
| YTD | -15.9% | -1.4% | -14.5% | -16.6% |
| 1Y | -6.9% | +13.9% | -20.8% | -8.5% |
| 3Y | 0.0% | +94.0% | -94.0% | -3.2% |
| All | +15.5% | +108.3% | -92.8% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling