+69.4%
EMR vs GEHC
+4.1%
+65.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.4% |
| 7D | +0.9% | -7.6% | +8.6% | +3.5% |
| 30D | -5.0% | -10.7% | +5.7% | -1.5% |
| 3M | +5.9% | -1.2% | +7.1% | +5.4% |
| 6M | +7.3% | -13.7% | +21.1% | +11.7% |
| YTD | +14.6% | -20.4% | +35.0% | +22.6% |
| 1Y | +15.6% | -17.0% | +32.7% | +21.6% |
| 3Y | +60.2% | +0.9% | +59.2% | +58.9% |
| All | +69.4% | +4.1% | +65.3% | +65.2% |
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