+38.6%
GEHC vs CMS
+24.6%
+14.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.2% |
| 7D | -3.7% | -1.1% | -2.6% | -3.4% |
| 30D | +22.0% | +6.6% | +15.4% | +19.9% |
| 3M | +13.6% | +0.8% | +12.8% | +13.3% |
| 6M | +34.0% | -3.3% | +37.4% | +35.3% |
| YTD | +0.9% | +2.7% | -1.8% | +0.4% |
| 1Y | +12.7% | -4.0% | +16.8% | +14.1% |
| 3Y | +19.4% | +37.6% | -18.2% | +10.1% |
| All | +38.6% | +24.6% | +14.0% | +32.6% |
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