+18.4%
GEHC vs CSGP
-58.5%
+76.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.0% |
| 7D | +9.6% | +13.9% | -4.3% | +5.8% |
| 30D | +29.4% | +16.0% | +13.4% | +22.5% |
| 3M | +19.3% | +6.1% | +13.2% | +15.7% |
| 6M | +37.4% | -8.2% | +45.5% | +38.3% |
| YTD | +2.3% | -52.3% | +54.6% | +26.6% |
| 1Y | +11.0% | -54.5% | +65.5% | +39.6% |
| All | +18.4% | -58.5% | +76.9% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling