+619.2%
CRWD vs GEHC
+2.1%
+617.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -3.0% | -7.2% | +4.2% | -1.2% |
| 30D | -6.8% | -11.6% | +4.8% | -4.1% |
| 3M | +19.6% | -0.8% | +20.4% | +18.8% |
| 6M | +87.1% | -11.9% | +99.0% | +91.3% |
| YTD | +76.4% | -21.9% | +98.4% | +86.4% |
| 1Y | +90.8% | -17.8% | +108.7% | +97.2% |
| 3Y | +380.0% | -3.5% | +383.5% | +354.7% |
| All | +619.2% | +2.1% | +617.1% | +565.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling