+117.4%
CME vs GEHC
+32.0%
+85.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.4% | +2.2% |
| 7D | +2.5% | -3.7% | +6.2% | +2.4% |
| 30D | +13.9% | +22.0% | -8.1% | +14.2% |
| 3M | +22.4% | +13.6% | +8.8% | +22.5% |
| 6M | +12.9% | +34.0% | -21.1% | +13.4% |
| YTD | +19.6% | +0.9% | +18.7% | +19.6% |
| 1Y | +17.7% | +12.7% | +4.9% | +17.8% |
| 3Y | +65.3% | +19.4% | +45.9% | +65.8% |
| All | +117.4% | +32.0% | +85.5% | +118.0% |
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