+12.0%
GEHC vs CRL
+31.6%
-19.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -2.3% |
| 7D | -5.2% | -0.6% | -4.6% | -5.0% |
| 30D | -7.0% | +5.0% | -11.9% | -8.3% |
| 3M | +3.3% | +50.6% | -47.3% | -8.4% |
| 6M | -10.0% | +60.9% | -70.9% | -22.3% |
| YTD | -18.5% | +40.7% | -59.2% | -27.2% |
| 1Y | -14.4% | +73.3% | -87.7% | -28.3% |
| 3Y | +3.4% | +40.6% | -37.1% | -13.1% |
| All | +12.0% | +31.6% | -19.6% | -6.7% |
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