+9.3%
GEHC vs CPB
-55.1%
+64.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.5% |
| 7D | -7.6% | -8.0% | +0.4% | -6.3% |
| 30D | -10.7% | -2.4% | -8.2% | -10.3% |
| 3M | -1.2% | +0.5% | -1.8% | -1.4% |
| 6M | -13.7% | -10.5% | -3.3% | -12.4% |
| YTD | -20.4% | -17.5% | -2.9% | -18.3% |
| 1Y | -17.0% | -31.0% | +14.0% | -12.4% |
| 3Y | +0.9% | -40.6% | +41.6% | +6.6% |
| All | +9.3% | -55.1% | +64.4% | +14.7% |
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