-3.1%
GEHC vs EME
+237.6%
-240.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -7.9% | +0.9% | -8.8% | -8.0% |
| 30D | -11.7% | -8.4% | -3.3% | -10.4% |
| 3M | +0.8% | -3.6% | +4.4% | +0.6% |
| 6M | -11.6% | +3.6% | -15.1% | -13.3% |
| YTD | -21.6% | +22.5% | -44.1% | -26.8% |
| 1Y | -15.3% | +18.2% | -33.5% | -21.1% |
| All | -3.1% | +237.6% | -240.7% | -38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling