+7.7%
GEHC vs CRS
+1,086.0%
-1,078.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.1% |
| 7D | -7.9% | -4.1% | -3.7% | -7.2% |
| 30D | -11.7% | -16.6% | +4.9% | -9.0% |
| 3M | +0.8% | -14.3% | +15.1% | +2.5% |
| 6M | -11.6% | +11.6% | -23.2% | -14.7% |
| YTD | -21.6% | +42.6% | -64.1% | -27.9% |
| 1Y | -15.3% | +81.8% | -97.1% | -26.4% |
| 3Y | -0.5% | +632.1% | -632.6% | -35.8% |
| All | +7.7% | +1,086.0% | -1,078.3% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling