+15.5%
GEHC vs CSGP
-61.4%
+76.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.2% |
| 6M | -12.8% | -35.1% | +22.3% | -0.8% |
| YTD | -15.9% | -54.0% | +38.1% | +6.5% |
| 1Y | -6.9% | -65.3% | +58.4% | +30.6% |
| 3Y | 0.0% | -62.6% | +62.5% | +32.4% |
| All | +15.5% | -61.4% | +76.9% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling