+72.2%
EMR vs GEHC
+10.0%
+62.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +2.1% |
| 7D | -1.5% | -4.0% | +2.5% | -0.2% |
| 30D | -5.6% | -2.0% | -3.7% | -5.1% |
| 3M | +7.9% | +8.0% | 0.0% | +4.2% |
| 6M | +6.0% | -12.8% | +18.8% | +10.2% |
| YTD | +16.4% | -15.9% | +32.4% | +22.4% |
| 1Y | +16.6% | -6.9% | +23.5% | +18.0% |
| 3Y | +62.9% | 0.0% | +62.9% | +60.0% |
| All | +72.2% | +10.0% | +62.2% | +65.1% |
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 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