+92.3%
EEM vs GEHC
+2.6%
+89.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.7% | -1.9% |
| 7D | -0.7% | -7.9% | +7.2% | +0.8% |
| 30D | +2.4% | -11.7% | +14.1% | +4.7% |
| 3M | +4.2% | +0.8% | +3.3% | +3.3% |
| 6M | +14.8% | -11.6% | +26.4% | +16.9% |
| YTD | +23.1% | -21.6% | +44.7% | +28.5% |
| 1Y | +32.5% | -15.3% | +47.8% | +35.8% |
| 3Y | +85.9% | -0.5% | +86.4% | +83.0% |
| All | +92.3% | +2.6% | +89.7% | +87.4% |
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