+12.0%
GEHC vs EMB
+31.6%
-19.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -2.9% |
| 7D | -5.2% | +0.3% | -5.5% | -5.6% |
| 30D | -7.0% | -0.5% | -6.5% | -6.3% |
| 3M | +3.3% | +0.3% | +3.0% | +2.7% |
| 6M | -10.0% | +1.2% | -11.2% | -11.4% |
| YTD | -18.5% | +1.5% | -19.9% | -19.9% |
| 1Y | -14.4% | +4.8% | -19.2% | -19.4% |
| 3Y | +3.4% | +30.4% | -26.9% | -20.8% |
| All | +12.0% | +31.6% | -19.6% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling