+69.5%
CSX vs GEHC
+33.6%
+35.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.6% | +1.3% |
| 7D | +0.7% | +3.7% | -3.0% | 0.0% |
| 30D | +8.1% | +27.3% | -19.2% | +2.8% |
| 3M | +2.2% | +14.7% | -12.6% | -0.8% |
| 6M | +14.6% | +31.9% | -17.3% | +7.7% |
| YTD | +42.2% | +2.2% | +40.0% | +40.5% |
| 1Y | +47.3% | +14.1% | +33.2% | +42.0% |
| 3Y | +73.5% | +21.0% | +52.6% | +63.1% |
| All | +69.5% | +33.6% | +35.8% | +57.0% |
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