+37.3%
GEHC vs CP
+25.8%
+11.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.4% |
| 7D | -2.3% | +0.9% | -3.2% | -2.7% |
| 30D | +19.0% | +10.3% | +8.7% | +13.3% |
| 3M | +13.3% | +2.3% | +11.0% | +11.9% |
| 6M | +31.5% | +10.7% | +20.8% | +24.7% |
| YTD | 0.0% | +29.3% | -29.3% | -12.3% |
| 1Y | +9.4% | +31.5% | -22.1% | -4.9% |
| 3Y | +18.3% | +36.7% | -18.4% | +0.2% |
| All | +37.3% | +25.8% | +11.5% | +19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling