+40.3%
GEHC vs CRL
+62.1%
-21.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | +0.1% |
| 7D | +3.7% | -1.7% | +5.4% | +3.8% |
| 30D | +27.3% | +14.6% | +12.7% | +21.8% |
| 3M | +14.7% | +24.8% | -10.1% | +7.0% |
| 6M | +31.9% | +94.7% | -62.7% | +7.8% |
| YTD | +2.2% | +73.4% | -71.2% | -14.5% |
| 1Y | +14.1% | +104.7% | -90.6% | -9.1% |
| 3Y | +21.0% | +101.1% | -80.1% | -8.4% |
| All | +40.3% | +62.1% | -21.8% | +9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling