+33.6%
GEHC vs CMS
-5.9%
+39.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.9% |
| 7D | +7.6% | -1.3% | +8.9% | +8.1% |
| 30D | +27.5% | +6.3% | +21.1% | +25.5% |
| 3M | +17.2% | -2.1% | +19.3% | +18.6% |
| 6M | +33.6% | -5.1% | +38.7% | +37.3% |
| All | +33.6% | -5.9% | +39.5% | +37.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling