+15.7%
GEHC vs CRL
+85.3%
-69.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -7.3% | +13.7% | +7.8% |
| 7D | +13.2% | -12.8% | +25.9% | +16.1% |
| 30D | +30.6% | +5.0% | +25.6% | +28.1% |
| 3M | +22.2% | +39.4% | -17.2% | +11.7% |
| 6M | +40.8% | +89.4% | -48.5% | +17.7% |
| YTD | +4.8% | +63.6% | -58.7% | -9.8% |
| 1Y | +15.7% | +83.5% | -67.7% | -4.1% |
| All | +15.7% | +85.3% | -69.6% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling