+38.6%
GEHC vs CSGP
-62.2%
+100.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -3.7% | -7.1% | +3.3% | -1.7% |
| 30D | +22.0% | +3.6% | +18.4% | +19.5% |
| 3M | +13.6% | -2.7% | +16.3% | +12.9% |
| 6M | +34.0% | -8.0% | +42.1% | +34.8% |
| YTD | +0.9% | -55.0% | +55.9% | +27.1% |
| 1Y | +12.7% | -55.8% | +68.5% | +42.7% |
| 3Y | +19.4% | -62.0% | +81.4% | +56.1% |
| All | +38.6% | -62.2% | +100.8% | +78.1% |
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