+7.2%
GEHC vs EME
+437.3%
-430.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -1.3% |
| 7D | -7.2% | +3.5% | -10.7% | -7.8% |
| 30D | -11.6% | -6.3% | -5.2% | -10.6% |
| 3M | -0.8% | -3.8% | +2.9% | -0.7% |
| 6M | -11.9% | +8.5% | -20.4% | -14.4% |
| YTD | -21.9% | +27.8% | -49.8% | -27.7% |
| 1Y | -17.8% | +22.2% | -40.1% | -23.7% |
| 3Y | -3.5% | +253.5% | -257.0% | -37.2% |
| All | +7.2% | +437.3% | -430.1% | -36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling