+2.3%
GEHC vs CSGP
-61.9%
+64.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.5% |
| 7D | -4.0% | -4.1% | +0.1% | -2.7% |
| 30D | -2.0% | +2.3% | -4.3% | -3.0% |
| 3M | +8.0% | -8.2% | +16.1% | +10.1% |
| 6M | -12.8% | -35.1% | +22.3% | -0.9% |
| YTD | -15.9% | -54.0% | +38.1% | +6.4% |
| 1Y | -6.9% | -65.3% | +58.4% | +31.0% |
| All | +2.3% | -61.9% | +64.2% | +33.4% |
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