-3.5%
GEHC vs CRBG
+122.1%
-125.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.0% |
| 7D | -7.2% | +0.6% | -7.7% | -7.3% |
| 30D | -11.6% | +2.6% | -14.2% | -12.4% |
| 3M | -0.8% | +24.0% | -24.8% | -8.4% |
| 6M | -11.9% | +50.5% | -62.4% | -24.4% |
| YTD | -21.9% | +17.1% | -39.1% | -27.2% |
| 1Y | -17.8% | +5.9% | -23.7% | -20.9% |
| 3Y | -3.5% | +122.7% | -126.3% | -25.4% |
| All | -3.5% | +122.1% | -125.7% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 3y: compounded portfolio wealth divided by compounded CRBG 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…
3y analysis · Full analysis span regression · 6 months rolling