+41.0%
GEHC vs CASY
+190.6%
-149.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.9% |
| 7D | +5.6% | +3.6% | +2.0% | +5.1% |
| 30D | +27.9% | +7.2% | +20.7% | +26.5% |
| 3M | +17.1% | -16.9% | +34.1% | +20.1% |
| 6M | +32.5% | -19.3% | +51.9% | +36.6% |
| YTD | +2.7% | +25.6% | -23.0% | -4.0% |
| 1Y | +15.3% | +30.2% | -14.9% | +6.7% |
| 3Y | +23.7% | +154.9% | -131.2% | +2.0% |
| All | +41.0% | +190.6% | -149.6% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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