+39.3%
GEHC vs CASY
+199.0%
-159.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.3% |
| 7D | +0.8% | +3.6% | -2.8% | +0.3% |
| 30D | +21.3% | +9.1% | +12.3% | +19.7% |
| 3M | +12.6% | -16.5% | +29.1% | +15.4% |
| 6M | +34.3% | -19.7% | +54.0% | +38.9% |
| YTD | +1.4% | +29.3% | -27.8% | -5.6% |
| 1Y | +12.5% | +33.1% | -20.7% | +3.8% |
| 3Y | +19.2% | +158.5% | -139.3% | -2.0% |
| All | +39.3% | +199.0% | -159.7% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling