+41.0%
GEHC vs CP
+25.1%
+15.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.0% |
| 7D | +5.6% | +2.8% | +2.9% | +4.3% |
| 30D | +27.9% | +11.3% | +16.6% | +21.3% |
| 3M | +17.1% | +2.9% | +14.3% | +15.4% |
| 6M | +32.5% | +9.8% | +22.8% | +26.2% |
| YTD | +2.7% | +28.5% | -25.9% | -9.7% |
| 1Y | +15.3% | +33.5% | -18.2% | -0.5% |
| 3Y | +23.7% | +31.9% | -8.3% | +6.1% |
| All | +41.0% | +25.1% | +15.9% | +23.4% |
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