+38.6%
GEHC vs CPB
-53.6%
+92.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | 0.0% | -1.0% |
| 7D | -3.7% | -4.1% | +0.3% | -3.0% |
| 30D | +22.0% | +16.9% | +5.1% | +18.5% |
| 3M | +13.6% | -0.6% | +14.2% | +13.4% |
| 6M | +34.0% | +11.4% | +22.6% | +31.4% |
| YTD | +0.9% | -14.8% | +15.7% | +2.8% |
| 1Y | +12.7% | -24.8% | +37.5% | +17.1% |
| 3Y | +19.4% | -36.6% | +56.1% | +25.1% |
| All | +38.6% | -53.6% | +92.2% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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