+15.5%
GEHC vs CRS
+1,157.7%
-1,142.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.5% |
| 7D | -4.0% | -0.2% | -3.8% | -4.0% |
| 30D | -2.0% | -16.6% | +14.7% | +1.0% |
| 3M | +8.0% | -3.5% | +11.4% | +7.4% |
| 6M | -12.8% | +15.4% | -28.2% | -16.4% |
| YTD | -15.9% | +51.2% | -67.1% | -23.5% |
| 1Y | -6.9% | +98.3% | -105.2% | -20.4% |
| 3Y | 0.0% | +651.5% | -651.6% | -35.8% |
| All | +15.5% | +1,157.7% | -1,142.2% | -39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling