+156.0%
CMI vs GEHC
+2.1%
+154.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | -0.7% | -7.2% | +6.4% | +1.2% |
| 30D | -12.4% | -11.6% | -0.8% | -9.6% |
| 3M | -14.8% | -0.8% | -13.9% | -15.7% |
| 6M | +0.8% | -11.9% | +12.7% | +3.4% |
| YTD | +10.2% | -21.9% | +32.1% | +17.5% |
| 1Y | +37.4% | -17.8% | +55.3% | +43.5% |
| 3Y | +153.3% | -3.5% | +156.8% | +150.5% |
| All | +156.0% | +2.1% | +154.0% | +151.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling