+15.7%
GEHC vs CP
+35.2%
-19.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.5% | +2.9% | +4.6% |
| 7D | +13.2% | +5.6% | +7.6% | +10.2% |
| 30D | +30.6% | +10.0% | +20.6% | +24.2% |
| 3M | +22.2% | +4.4% | +17.8% | +19.2% |
| 6M | +40.8% | +14.1% | +26.8% | +30.7% |
| YTD | +4.8% | +29.1% | -24.2% | -7.9% |
| 1Y | +15.7% | +34.6% | -18.8% | -0.6% |
| All | +15.7% | +35.2% | -19.5% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling