+61.8%
CME vs GEHC
+22.7%
+39.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.5% |
| 7D | +1.7% | +3.7% | -2.1% | +1.7% |
| 30D | +10.2% | +27.3% | -17.1% | +10.5% |
| 3M | +17.8% | +14.7% | +3.0% | +17.9% |
| 6M | +11.0% | +31.9% | -21.0% | +11.5% |
| YTD | +17.0% | +2.2% | +14.8% | +17.0% |
| 1Y | +15.8% | +14.1% | +1.7% | +15.9% |
| 3Y | +61.8% | +21.0% | +40.8% | +61.4% |
| All | +61.8% | +22.7% | +39.1% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling