+7.2%
GEHC vs CRS
+1,072.6%
-1,065.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -7.2% | -6.8% | -0.4% | -6.1% |
| 30D | -11.6% | -16.1% | +4.6% | -9.0% |
| 3M | -0.8% | -21.2% | +20.3% | +2.5% |
| 6M | -11.9% | +8.7% | -20.6% | -14.7% |
| YTD | -21.9% | +41.0% | -62.9% | -28.1% |
| 1Y | -17.8% | +82.7% | -100.5% | -28.7% |
| 3Y | -3.5% | +604.8% | -608.3% | -37.4% |
| All | +7.2% | +1,072.6% | -1,065.4% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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