+88.2%
EMR vs GEHC
+32.0%
+56.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | -2.0% | -3.7% | +1.8% | -0.8% |
| 30D | +2.8% | +22.0% | -19.2% | -3.6% |
| 3M | +2.0% | +13.6% | -11.6% | -2.3% |
| 6M | +20.7% | +34.0% | -13.3% | +8.4% |
| YTD | +27.3% | +0.9% | +26.4% | +26.1% |
| 1Y | +31.0% | +12.7% | +18.3% | +24.7% |
| 3Y | +103.6% | +19.4% | +84.2% | +88.9% |
| All | +88.2% | +32.0% | +56.2% | +70.0% |
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