+104.2%
EMR vs GEHC
+22.7%
+81.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +0.7% | +3.7% | -3.0% | -0.6% |
| 30D | +3.5% | +27.3% | -23.8% | -5.2% |
| 3M | +5.9% | +14.7% | -8.8% | +0.6% |
| 6M | +19.4% | +31.9% | -12.5% | +6.4% |
| YTD | +27.7% | +2.2% | +25.5% | +26.2% |
| 1Y | +30.9% | +14.1% | +16.8% | +23.3% |
| 3Y | +104.2% | +21.0% | +83.2% | +84.1% |
| All | +104.2% | +22.7% | +81.5% | +84.1% |
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