+38.2%
GEHC vs CPB
-51.9%
+90.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.4% | -1.4% |
| 7D | +7.6% | +8.0% | -0.4% | +6.0% |
| 30D | +27.5% | +22.4% | +5.1% | +22.7% |
| 3M | +17.2% | +3.8% | +13.4% | +16.1% |
| 6M | +33.6% | +13.7% | +19.9% | +30.3% |
| YTD | +0.6% | -11.7% | +12.3% | +1.8% |
| 1Y | +11.3% | -18.1% | +29.4% | +13.8% |
| 3Y | +16.5% | -34.7% | +51.2% | +21.2% |
| All | +38.2% | -51.9% | +90.1% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling