+9.1%
CME vs GEHC
-16.2%
+25.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.9% |
| 7D | -0.6% | -7.6% | +7.0% | -0.9% |
| 30D | +4.7% | -10.7% | +15.3% | +4.3% |
| 3M | +7.8% | -1.2% | +9.1% | +7.6% |
| 6M | -11.0% | -13.7% | +2.8% | -11.6% |
| YTD | +4.0% | -20.4% | +24.4% | +2.7% |
| 1Y | +9.1% | -17.0% | +26.2% | +8.2% |
| All | +9.1% | -16.2% | +25.3% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 1y: compounded portfolio wealth divided by compounded GEHC 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…
1y analysis · Full analysis span regression · 6 months rolling