+41.0%
GEHC vs CRL
+65.6%
-24.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.7% | -2.7% | +0.8% |
| 7D | +5.6% | +4.4% | +1.3% | +4.1% |
| 30D | +27.9% | +17.1% | +10.8% | +21.7% |
| 3M | +17.1% | +32.1% | -14.9% | +7.6% |
| 6M | +32.5% | +98.9% | -66.4% | +7.7% |
| YTD | +2.7% | +77.1% | -74.5% | -14.6% |
| 1Y | +15.3% | +110.3% | -95.0% | -8.8% |
| 3Y | +23.7% | +108.5% | -84.8% | -7.3% |
| All | +41.0% | +65.6% | -24.7% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling