+37.3%
GEHC vs CRL
+59.7%
-22.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -2.3% | +8.9% | -11.2% | -4.5% |
| 30D | +19.0% | +14.0% | +5.1% | +14.0% |
| 3M | +13.3% | +19.8% | -6.6% | +6.8% |
| 6M | +31.5% | +102.0% | -70.5% | +6.3% |
| YTD | 0.0% | +70.8% | -70.9% | -16.1% |
| 1Y | +9.4% | +98.7% | -89.4% | -12.1% |
| 3Y | +18.3% | +98.2% | -79.8% | -10.1% |
| All | +37.3% | +59.7% | -22.5% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling