-14.4%
GEHC vs CMS
-0.5%
-13.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.2% |
| 7D | -5.2% | +1.2% | -6.4% | -5.5% |
| 30D | -7.0% | -3.2% | -3.8% | -6.2% |
| 3M | +3.3% | -2.2% | +5.5% | +4.4% |
| 6M | -10.0% | -9.4% | -0.6% | -7.4% |
| YTD | -18.5% | +0.7% | -19.2% | -16.0% |
| 1Y | -14.4% | +0.4% | -14.8% | -12.9% |
| All | -14.4% | -0.5% | -13.9% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling