+38.2%
GEHC vs CSGP
-61.9%
+100.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.0% | -0.3% |
| 7D | +7.6% | +1.3% | +6.3% | +7.3% |
| 30D | +27.5% | +10.7% | +16.8% | +22.1% |
| 3M | +17.2% | +3.3% | +14.0% | +14.3% |
| 6M | +33.6% | -10.3% | +43.9% | +35.3% |
| YTD | +0.6% | -54.6% | +55.2% | +26.4% |
| 1Y | +11.3% | -54.6% | +65.9% | +39.6% |
| 3Y | +16.5% | -60.3% | +76.8% | +50.1% |
| All | +38.2% | -61.9% | +100.1% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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