+15.7%
GEHC vs EME
-3.1%
+18.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -9.6% | +16.0% | +5.8% |
| 7D | +13.2% | -5.8% | +19.0% | +12.7% |
| 30D | +30.6% | -17.9% | +48.5% | +29.5% |
| 3M | +22.2% | -22.0% | +44.2% | +21.1% |
| 6M | +40.8% | -29.7% | +70.5% | +44.7% |
| YTD | +4.8% | +4.7% | +0.1% | +3.0% |
| 1Y | +15.7% | -2.1% | +17.8% | +16.2% |
| All | +15.7% | -3.1% | +18.8% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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