+63.0%
CSX vs GEHC
+31.6%
+31.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.7% | -3.0% |
| 7D | -5.5% | +7.6% | -13.1% | -6.9% |
| 30D | +4.9% | +27.5% | -22.5% | -0.2% |
| 3M | -2.9% | +17.2% | -20.1% | -6.1% |
| 6M | +8.3% | +33.6% | -25.2% | +1.5% |
| YTD | +36.7% | +0.6% | +36.1% | +35.5% |
| 1Y | +41.5% | +11.3% | +30.2% | +37.1% |
| 3Y | +68.6% | +16.5% | +52.1% | +59.4% |
| All | +63.0% | +31.6% | +31.4% | +51.4% |
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