+87.7%
EEM vs GEHC
+0.3%
+87.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | 0.0% |
| 7D | +2.0% | -7.6% | +9.6% | +3.6% |
| 30D | +5.1% | -10.7% | +15.7% | +7.4% |
| 3M | +4.6% | -1.2% | +5.8% | +4.3% |
| 6M | +17.8% | -13.7% | +31.5% | +21.1% |
| YTD | +25.8% | -20.4% | +46.2% | +31.7% |
| 1Y | +36.4% | -17.0% | +53.4% | +41.0% |
| All | +87.7% | +0.3% | +87.4% | +81.8% |
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 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