+41.0%
GEHC vs CMS
+24.4%
+16.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | +5.6% | -0.9% | +6.5% | +5.9% |
| 30D | +27.9% | +7.1% | +20.8% | +25.5% |
| 3M | +17.1% | -1.3% | +18.4% | +17.5% |
| 6M | +32.5% | -2.7% | +35.2% | +33.6% |
| YTD | +2.7% | +2.6% | 0.0% | +2.1% |
| 1Y | +15.3% | -2.0% | +17.3% | +16.0% |
| 3Y | +23.7% | +39.6% | -16.0% | +13.7% |
| All | +41.0% | +24.4% | +16.5% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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