+97.1%
EEM vs GEHC
+10.0%
+87.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.1% | +2.1% |
| 7D | +2.3% | -4.0% | +6.3% | +3.1% |
| 30D | +4.5% | -2.0% | +6.5% | +4.9% |
| 3M | -0.1% | +8.0% | -8.0% | -2.1% |
| 6M | +16.9% | -12.8% | +29.7% | +19.8% |
| YTD | +26.2% | -15.9% | +42.1% | +30.1% |
| 1Y | +40.5% | -6.9% | +47.4% | +41.3% |
| 3Y | +86.2% | 0.0% | +86.2% | +82.3% |
| All | +97.1% | +10.0% | +87.2% | +89.7% |
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