+64.0%
CSX vs GEHC
+10.0%
+54.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | -3.4% | -4.0% | +0.6% | -2.6% |
| 30D | -3.1% | -2.0% | -1.1% | -2.7% |
| 3M | +7.2% | +8.0% | -0.8% | +5.1% |
| 6M | +16.2% | -12.8% | +28.9% | +18.9% |
| YTD | +37.5% | -15.9% | +53.5% | +41.6% |
| 1Y | +53.2% | -6.9% | +60.2% | +53.8% |
| 3Y | +68.2% | 0.0% | +68.3% | +64.5% |
| All | +64.0% | +10.0% | +54.0% | +58.2% |
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