+7.2%
GEHC vs XME
+130.3%
-123.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -7.2% | -4.2% | -3.0% | -5.9% |
| 30D | -11.6% | -2.7% | -8.8% | -10.9% |
| 3M | -0.8% | -3.9% | +3.1% | +0.2% |
| 6M | -11.9% | -1.0% | -10.9% | -12.8% |
| YTD | -21.9% | +9.8% | -31.8% | -27.1% |
| 1Y | -17.8% | +32.5% | -50.4% | -30.4% |
| 3Y | -3.5% | +124.3% | -127.9% | -37.5% |
| All | +7.2% | +130.3% | -123.1% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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