+90.4%
CRM vs GEHC
+4.1%
+86.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.3% |
| 7D | -5.0% | -7.6% | +2.7% | -2.9% |
| 30D | +23.6% | -10.7% | +34.3% | +27.5% |
| 3M | +39.6% | -1.2% | +40.8% | +39.8% |
| 6M | +23.4% | -13.7% | +37.2% | +27.6% |
| YTD | -7.4% | -20.4% | +13.1% | -2.1% |
| 1Y | -2.3% | -17.0% | +14.7% | +1.7% |
| 3Y | +10.5% | +0.9% | +9.6% | +7.7% |
| All | +90.4% | +4.1% | +86.4% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling