-17.8%
GEHC vs CRS
+79.6%
-97.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | -7.2% | -6.8% | -0.4% | -6.6% |
| 30D | -11.6% | -16.1% | +4.6% | -10.4% |
| 3M | -0.8% | -21.2% | +20.3% | +0.5% |
| 6M | -11.9% | +8.7% | -20.6% | -15.3% |
| YTD | -21.9% | +41.0% | -62.9% | -25.5% |
| 1Y | -17.8% | +82.7% | -100.5% | -23.8% |
| All | -17.8% | +79.6% | -97.4% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling