+88.1%
EMR vs GEHC
+30.8%
+57.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | +2.7% | -2.3% | +4.9% | +3.4% |
| 30D | +2.1% | +19.0% | -16.9% | -3.5% |
| 3M | +2.3% | +13.3% | -11.0% | -1.9% |
| 6M | +22.5% | +31.5% | -9.0% | +10.7% |
| YTD | +27.2% | 0.0% | +27.2% | +26.3% |
| 1Y | +28.0% | +9.4% | +18.6% | +23.1% |
| 3Y | +103.4% | +18.3% | +85.1% | +89.3% |
| All | +88.1% | +30.8% | +57.3% | +70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling