+92.7%
CME vs GEHC
+10.0%
+82.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | -0.3% |
| 7D | -1.6% | -4.0% | +2.4% | -1.6% |
| 30D | +6.2% | -2.0% | +8.2% | +6.2% |
| 3M | +10.4% | +8.0% | +2.4% | +10.6% |
| 6M | -9.5% | -12.8% | +3.2% | -9.7% |
| YTD | +6.0% | -15.9% | +21.9% | +5.8% |
| 1Y | +9.3% | -6.9% | +16.2% | +9.2% |
| 3Y | +57.7% | 0.0% | +57.7% | +57.6% |
| All | +92.7% | +10.0% | +82.8% | +92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling