-1.7%
GEHC vs XME
+132.9%
-134.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | -7.6% | -0.2% | -7.4% | -7.6% |
| 30D | -10.7% | +1.4% | -12.1% | -11.2% |
| 3M | -1.2% | +2.7% | -3.9% | -2.3% |
| 6M | -13.7% | +6.5% | -20.3% | -16.7% |
| YTD | -20.4% | +15.2% | -35.6% | -27.0% |
| 1Y | -17.0% | +43.5% | -60.5% | -32.8% |
| All | -1.7% | +132.9% | -134.6% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling