+12.0%
GEHC vs CASY
+207.7%
-195.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | 0.0% | -2.6% |
| 7D | -5.2% | -4.4% | -0.8% | -4.5% |
| 30D | -7.0% | -12.0% | +5.1% | -5.2% |
| 3M | +3.3% | -2.3% | +5.7% | +2.8% |
| 6M | -10.0% | +10.5% | -20.5% | -12.9% |
| YTD | -18.5% | +33.0% | -51.5% | -24.3% |
| 1Y | -14.4% | +41.1% | -55.5% | -21.7% |
| 3Y | +3.4% | +207.5% | -204.1% | -15.1% |
| All | +12.0% | +207.7% | -195.7% | -8.7% |
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