+53.5%
CME vs GEHC
+1.8%
+51.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -1.1% |
| 7D | -2.9% | -5.2% | +2.3% | -3.0% |
| 30D | +5.5% | -7.0% | +12.5% | +5.4% |
| 3M | +11.0% | +3.3% | +7.7% | +11.0% |
| 6M | -9.7% | -10.0% | +0.3% | -9.8% |
| YTD | +4.9% | -18.5% | +23.3% | +4.5% |
| 1Y | +10.1% | -14.4% | +24.5% | +9.8% |
| 3Y | +53.5% | +3.4% | +50.1% | +51.2% |
| All | +53.5% | +1.8% | +51.7% | +51.2% |
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 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