+11.8%
CRM vs GEHC
-1.6%
+13.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | -4.4% | -7.2% | +2.7% | -2.3% |
| 30D | +28.1% | -11.6% | +39.7% | +32.8% |
| 3M | +48.8% | -0.8% | +49.7% | +49.0% |
| 6M | +28.3% | -11.9% | +40.2% | +32.0% |
| YTD | -6.0% | -21.9% | +15.9% | +0.3% |
| 1Y | +1.4% | -17.8% | +19.3% | +6.3% |
| 3Y | +11.8% | -3.5% | +15.4% | +7.9% |
| All | +11.8% | -1.6% | +13.5% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 3y: compounded portfolio wealth divided by compounded GEHC 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…
3y analysis · Full analysis span regression · 6 months rolling