+41.0%
GEHC vs CSGP
-61.0%
+102.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.4% |
| 7D | +5.6% | -1.8% | +7.5% | +6.2% |
| 30D | +27.9% | +5.3% | +22.6% | +24.7% |
| 3M | +17.1% | +3.3% | +13.8% | +14.3% |
| 6M | +32.5% | -4.7% | +37.2% | +32.0% |
| YTD | +2.7% | -53.5% | +56.2% | +28.1% |
| 1Y | +15.3% | -53.7% | +69.0% | +43.8% |
| 3Y | +23.7% | -59.7% | +83.4% | +58.7% |
| All | +41.0% | -61.0% | +102.0% | +79.5% |
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