-17.0%
GEHC vs EMB
+4.6%
-21.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.0% |
| 7D | -7.6% | 0.0% | -7.7% | -7.7% |
| 30D | -10.7% | -0.3% | -10.4% | -10.1% |
| 3M | -1.2% | -0.3% | -0.9% | -0.8% |
| 6M | -13.7% | +0.7% | -14.5% | -15.4% |
| YTD | -20.4% | +1.3% | -21.7% | -22.4% |
| 1Y | -17.0% | +4.7% | -21.7% | -25.3% |
| All | -17.0% | +4.6% | -21.7% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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