+15.5%
GEHC vs CASY
+217.1%
-201.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -4.0% | +0.1% | -4.1% | -4.0% |
| 30D | -2.0% | -11.3% | +9.4% | -0.2% |
| 3M | +8.0% | -0.6% | +8.6% | +7.3% |
| 6M | -12.8% | +10.7% | -23.5% | -15.5% |
| YTD | -15.9% | +37.1% | -53.0% | -22.3% |
| 1Y | -6.9% | +52.3% | -59.2% | -16.1% |
| 3Y | 0.0% | +215.2% | -215.2% | -18.3% |
| All | +15.5% | +217.1% | -201.7% | -6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling