-1.7%
GEHC vs CRS
+636.8%
-638.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -7.6% | -0.5% | -7.1% | -7.6% |
| 30D | -10.7% | -18.1% | +7.4% | -7.7% |
| 3M | -1.2% | -12.4% | +11.2% | 0.0% |
| 6M | -13.7% | +15.9% | -29.7% | -17.5% |
| YTD | -20.4% | +45.8% | -66.3% | -27.3% |
| 1Y | -17.0% | +87.8% | -104.8% | -28.6% |
| All | -1.7% | +636.8% | -638.4% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling