+40.5%
GEHC vs CSGP
-60.0%
+100.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.9% |
| 7D | +9.6% | +13.9% | -4.3% | +5.7% |
| 30D | +29.4% | +16.0% | +13.4% | +22.3% |
| 3M | +19.3% | +6.1% | +13.2% | +15.6% |
| 6M | +37.4% | -8.2% | +45.5% | +38.3% |
| YTD | +2.3% | -52.3% | +54.6% | +26.8% |
| 1Y | +11.0% | -54.5% | +65.5% | +39.7% |
| 3Y | +17.6% | -58.6% | +76.2% | +49.8% |
| All | +40.5% | -60.0% | +100.5% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling